JP Morgan Call 710 LLY 21.06.2024
/ DE000JL91QU6
JP Morgan Call 710 LLY 21.06.2024/ DE000JL91QU6 /
| 2024-06-14 10:14:38 AM |
Chg.+1.45 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 16.40EUR |
+9.70% |
-
Bid Size: - |
-
Ask Size: - |
ELI LILLY |
710.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
JL91QU |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
ELI LILLY |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
710.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-10 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
11.10 |
| Intrinsic value: |
11.06 |
| Implied volatility: |
2.54 |
| Historic volatility: |
0.27 |
| Parity: |
11.06 |
| Time value: |
5.34 |
| Break-even: |
874.00 |
| Moneyness: |
1.16 |
| Premium: |
0.07 |
| Premium p.a.: |
45.26 |
| Spread abs.: |
0.54 |
| Spread %: |
3.40% |
| Delta: |
0.73 |
| Theta: |
-7.42 |
| Omega: |
3.65 |
| Rho: |
0.07 |
Quote data
| Open: |
16.40 |
| High: |
16.40 |
| Low: |
16.40 |
| Previous Close: |
14.95 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+35.20% |
| 1 Month |
|
|
+177.03% |
| 3 Months |
|
|
+106.03% |
| YTD |
|
|
+1008.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
16.40 |
13.47 |
| 1M High / 1M Low: |
16.40 |
5.92 |
| 6M High / 6M Low: |
16.40 |
1.33 |
| High (YTD): |
2024-06-14 |
16.40 |
| Low (YTD): |
2024-01-02 |
1.66 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
14.73 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
10.60 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.62 |
| Avg. volume 6M: |
|
16.94 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
202.96% |
| Volatility 6M: |
|
208.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
