JP Morgan Call 80 UAL 20.06.2025
/ DE000JL7EGP7
JP Morgan Call 80 UAL 20.06.2025/ DE000JL7EGP7 /
| 2024-06-20 11:46:18 AM |
Chg.- |
Bid8:02:07 AM |
Ask8:02:07 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.140EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
United Airlines Hold... |
80.00 - |
2025-06-20 |
Call |
Master data
| WKN: |
JL7EGP |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
United Airlines Holdings Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 - |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-07-03 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
24.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.36 |
| Parity: |
-2.90 |
| Time value: |
0.19 |
| Break-even: |
76.63 |
| Moneyness: |
0.61 |
| Premium: |
0.68 |
| Premium p.a.: |
0.68 |
| Spread abs.: |
0.05 |
| Spread %: |
35.71% |
| Delta: |
0.21 |
| Theta: |
-0.01 |
| Omega: |
4.93 |
| Rho: |
0.07 |
Quote data
| Open: |
0.140 |
| High: |
0.140 |
| Low: |
0.140 |
| Previous Close: |
0.140 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.65% |
| 1 Month |
|
|
-53.33% |
| 3 Months |
|
|
+7.69% |
| YTD |
|
|
-6.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.170 |
0.140 |
| 1M High / 1M Low: |
0.300 |
0.140 |
| 6M High / 6M Low: |
0.330 |
0.087 |
| High (YTD): |
2024-05-15 |
0.330 |
| Low (YTD): |
2024-01-22 |
0.087 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.148 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.196 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.164 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
144.61% |
| Volatility 6M: |
|
189.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
