JP Morgan Call 880 1YD 17.01.2025
/ DE000JL4H7Y6
JP Morgan Call 880 1YD 17.01.2025/ DE000JL4H7Y6 /
| 2024-05-14 11:27:06 AM |
Chg.- |
Bid2:53:33 PM |
Ask2:53:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.60EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
BROADCOM INC. DL... |
880.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
JL4H7Y |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
BROADCOM INC. DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
880.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-05-22 |
| Last trading day: |
2025-01-16 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.28 |
| Intrinsic value: |
3.96 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.33 |
| Parity: |
3.96 |
| Time value: |
0.84 |
| Break-even: |
1,360.00 |
| Moneyness: |
1.45 |
| Premium: |
0.07 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
-0.10 |
| Spread %: |
-2.04% |
| Delta: |
0.85 |
| Theta: |
-0.36 |
| Omega: |
2.27 |
| Rho: |
4.12 |
Quote data
| Open: |
4.60 |
| High: |
4.60 |
| Low: |
4.60 |
| Previous Close: |
4.55 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.98% |
| 1 Month |
|
|
-5.35% |
| 3 Months |
|
|
+8.75% |
| YTD |
|
|
+55.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.60 |
4.30 |
| 1M High / 1M Low: |
4.86 |
3.63 |
| 6M High / 6M Low: |
5.40 |
1.57 |
| High (YTD): |
2024-03-04 |
5.40 |
| Low (YTD): |
2024-01-05 |
2.38 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.44 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.25 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.58 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.68% |
| Volatility 6M: |
|
111.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
