JP Morgan Call 75 TT8 21.06.2024
/ DE000JL2AVN0
JP Morgan Call 75 TT8 21.06.2024/ DE000JL2AVN0 /
| 2024-05-20 8:16:30 AM |
Chg.- |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.88EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
THE TRA.DESK A DL-,0... |
75.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
JL2AVN |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
THE TRA.DESK A DL-,000001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-04-25 |
| Last trading day: |
2024-05-24 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.60 |
| Intrinsic value: |
1.60 |
| Implied volatility: |
2.86 |
| Historic volatility: |
0.42 |
| Parity: |
1.60 |
| Time value: |
0.28 |
| Break-even: |
93.80 |
| Moneyness: |
1.21 |
| Premium: |
0.03 |
| Premium p.a.: |
41.64 |
| Spread abs.: |
-0.01 |
| Spread %: |
-0.53% |
| Delta: |
0.81 |
| Theta: |
-1.08 |
| Omega: |
3.91 |
| Rho: |
0.00 |
Quote data
| Open: |
1.88 |
| High: |
1.88 |
| Low: |
1.88 |
| Previous Close: |
1.80 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+4.44% |
| 3 Months |
|
|
+104.35% |
| YTD |
|
|
+93.81% |
| 1 Year |
|
|
+8.67% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.88 |
1.88 |
| 6M High / 6M Low: |
1.88 |
0.44 |
| High (YTD): |
2024-05-20 |
1.88 |
| Low (YTD): |
2024-01-17 |
0.44 |
| 52W High: |
2023-08-01 |
2.59 |
| 52W Low: |
2024-01-17 |
0.44 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.88 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.10 |
| Avg. volume 6M: |
|
4.81 |
| Avg. price 1Y: |
|
1.37 |
| Avg. volume 1Y: |
|
4.26 |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
232.69% |
| Volatility 1Y: |
|
199.10% |
| Volatility 3Y: |
|
- |
