JP Morgan Call 85 DWD 21.06.2024
/ DE000JQ5R0Y7
JP Morgan Call 85 DWD 21.06.2024/ DE000JQ5R0Y7 /
| 2024-05-20 8:36:38 AM |
Chg.- |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.50EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
MORGAN STANLEY D... |
85.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
JQ5R0Y |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
MORGAN STANLEY DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-08-31 |
| Last trading day: |
2024-05-24 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.49 |
| Implied volatility: |
1.88 |
| Historic volatility: |
0.22 |
| Parity: |
0.49 |
| Time value: |
1.01 |
| Break-even: |
100.00 |
| Moneyness: |
1.06 |
| Premium: |
0.11 |
| Premium p.a.: |
18.68 |
| Spread abs.: |
0.03 |
| Spread %: |
2.04% |
| Delta: |
0.63 |
| Theta: |
-0.47 |
| Omega: |
3.80 |
| Rho: |
0.01 |
Quote data
| Open: |
1.50 |
| High: |
1.50 |
| Low: |
1.50 |
| Previous Close: |
1.40 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+41.51% |
| 3 Months |
|
|
+212.50% |
| YTD |
|
|
+38.89% |
| 1 Year |
|
|
+48.51% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.50 |
1.06 |
| 6M High / 6M Low: |
1.50 |
0.40 |
| High (YTD): |
2024-05-20 |
1.50 |
| Low (YTD): |
2024-01-18 |
0.40 |
| 52W High: |
2024-05-20 |
1.50 |
| 52W Low: |
2023-10-30 |
0.16 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.35 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.75 |
| Avg. volume 6M: |
|
90.91 |
| Avg. price 1Y: |
|
0.72 |
| Avg. volume 1Y: |
|
82.99 |
| Volatility 1M: |
|
153.99% |
| Volatility 6M: |
|
226.99% |
| Volatility 1Y: |
|
197.20% |
| Volatility 3Y: |
|
- |
