JP Morgan Call 70 SCHW 20.06.2025
/ DE000JL6G8J4
JP Morgan Call 70 SCHW 20.06.2025/ DE000JL6G8J4 /
| 2024-06-05 12:00:05 PM |
Chg.- |
Bid9:37:32 AM |
Ask9:37:32 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.05EUR |
- |
1.19
Bid Size: 2,000 |
1.21
Ask Size: 2,000 |
Charles Schwab Corpo... |
70.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
JL6G8J |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Charles Schwab Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-07-03 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.26 |
| Parity: |
0.18 |
| Time value: |
0.79 |
| Break-even: |
74.07 |
| Moneyness: |
1.03 |
| Premium: |
0.12 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.95% |
| Delta: |
0.65 |
| Theta: |
-0.01 |
| Omega: |
4.39 |
| Rho: |
0.34 |
Quote data
| Open: |
1.05 |
| High: |
1.05 |
| Low: |
1.05 |
| Previous Close: |
1.06 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.00% |
| 1 Month |
|
|
-26.57% |
| 3 Months |
|
|
+5.00% |
| YTD |
|
|
-11.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.22 |
1.00 |
| 1M High / 1M Low: |
1.58 |
1.00 |
| 6M High / 6M Low: |
1.58 |
0.71 |
| High (YTD): |
2024-05-22 |
1.58 |
| Low (YTD): |
2024-02-07 |
0.71 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.09 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.32 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.08 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.57% |
| Volatility 6M: |
|
89.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
