JP Morgan Call 7 UAA 20.09.2024
/ DE000JL5XXC4
JP Morgan Call 7 UAA 20.09.2024/ DE000JL5XXC4 /
| 07/06/2024 08:41:18 |
Chg.+0.020 |
Bid21:19:42 |
Ask21:19:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
+4.08% |
0.500
Bid Size: 15,000 |
0.600
Ask Size: 15,000 |
Under Armour Inc |
7.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
JL5XXC |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Under Armour Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
7.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
27/06/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.35 |
| Parity: |
-0.63 |
| Time value: |
0.70 |
| Break-even: |
7.70 |
| Moneyness: |
0.91 |
| Premium: |
0.21 |
| Premium p.a.: |
0.93 |
| Spread abs.: |
0.20 |
| Spread %: |
40.00% |
| Delta: |
0.48 |
| Theta: |
0.00 |
| Omega: |
4.37 |
| Rho: |
0.01 |
Quote data
| Open: |
0.510 |
| High: |
0.510 |
| Low: |
0.510 |
| Previous Close: |
0.490 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.00% |
| 1 Month |
|
|
-20.31% |
| 3 Months |
|
|
-75.24% |
| YTD |
|
|
-79.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.710 |
0.490 |
| 1M High / 1M Low: |
0.730 |
0.390 |
| 6M High / 6M Low: |
2.960 |
0.390 |
| High (YTD): |
29/02/2024 |
2.430 |
| Low (YTD): |
21/05/2024 |
0.390 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.566 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.555 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.403 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
264.61% |
| Volatility 6M: |
|
150.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
