JP Morgan Call 810 1YD 21.06.2024
/ DE000JL48822
JP Morgan Call 810 1YD 21.06.2024/ DE000JL48822 /
| 2024-06-12 11:47:22 AM |
Chg.- |
Bid10:54:50 AM |
Ask10:54:50 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.29EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
BROADCOM INC. DL... |
810.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
JL4882 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
BROADCOM INC. DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
810.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-05-22 |
| Last trading day: |
2024-06-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.67 |
| Intrinsic value: |
8.67 |
| Implied volatility: |
- |
| Historic volatility: |
0.34 |
| Parity: |
8.67 |
| Time value: |
-2.38 |
| Break-even: |
1,439.00 |
| Moneyness: |
2.07 |
| Premium: |
-0.14 |
| Premium p.a.: |
-1.00 |
| Spread abs.: |
-0.07 |
| Spread %: |
-1.10% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
6.29 |
| High: |
6.29 |
| Low: |
6.29 |
| Previous Close: |
5.90 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+14.57% |
| 3 Months |
|
|
+53.04% |
| YTD |
|
|
+104.89% |
| 1 Year |
|
|
+316.56% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
6.29 |
4.71 |
| 6M High / 6M Low: |
6.29 |
2.42 |
| High (YTD): |
2024-06-12 |
6.29 |
| Low (YTD): |
2024-01-05 |
2.42 |
| 52W High: |
2024-06-12 |
6.29 |
| 52W Low: |
2023-09-21 |
0.88 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
5.50 |
| Avg. volume 1M: |
|
194.44 |
| Avg. price 6M: |
|
4.45 |
| Avg. volume 6M: |
|
29.41 |
| Avg. price 1Y: |
|
2.92 |
| Avg. volume 1Y: |
|
14 |
| Volatility 1M: |
|
84.60% |
| Volatility 6M: |
|
102.32% |
| Volatility 1Y: |
|
116.16% |
| Volatility 3Y: |
|
- |
