JP Morgan Call 84 UAL 20.06.2025
/ DE000JL7EGR3
JP Morgan Call 84 UAL 20.06.2025/ DE000JL7EGR3 /
| 2024-06-20 11:46:18 AM |
Chg.- |
Bid8:03:25 AM |
Ask8:03:25 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
United Airlines Hold... |
84.00 - |
2025-06-20 |
Call |
Master data
| WKN: |
JL7EGR |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
United Airlines Holdings Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
84.00 - |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-07-03 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
28.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.36 |
| Parity: |
-3.28 |
| Time value: |
0.16 |
| Break-even: |
80.06 |
| Moneyness: |
0.58 |
| Premium: |
0.75 |
| Premium p.a.: |
0.76 |
| Spread abs.: |
0.05 |
| Spread %: |
45.45% |
| Delta: |
0.18 |
| Theta: |
-0.01 |
| Omega: |
5.07 |
| Rho: |
0.06 |
Quote data
| Open: |
0.110 |
| High: |
0.110 |
| Low: |
0.110 |
| Previous Close: |
0.110 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.38% |
| 1 Month |
|
|
-56.00% |
| 3 Months |
|
|
+10.00% |
| YTD |
|
|
-8.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.130 |
0.110 |
| 1M High / 1M Low: |
0.250 |
0.110 |
| 6M High / 6M Low: |
0.270 |
0.071 |
| High (YTD): |
2024-05-15 |
0.270 |
| Low (YTD): |
2024-01-22 |
0.071 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.116 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.155 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.133 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.85% |
| Volatility 6M: |
|
192.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
