JP Morgan Call 90 EW 21.06.2024
/ DE000JL8Z4M2
JP Morgan Call 90 EW 21.06.2024/ DE000JL8Z4M2 /
| 31/05/2024 11:17:04 |
Chg.+0.020 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.140EUR |
+16.67% |
-
Bid Size: - |
-
Ask Size: - |
Edwards Lifesciences... |
90.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
JL8Z4M |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Edwards Lifesciences Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
28/07/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
62.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.26 |
| Parity: |
-0.29 |
| Time value: |
0.13 |
| Break-even: |
84.25 |
| Moneyness: |
0.97 |
| Premium: |
0.05 |
| Premium p.a.: |
1.52 |
| Spread abs.: |
0.03 |
| Spread %: |
27.27% |
| Delta: |
0.34 |
| Theta: |
-0.06 |
| Omega: |
21.14 |
| Rho: |
0.01 |
Quote data
| Open: |
0.140 |
| High: |
0.140 |
| Low: |
0.140 |
| Previous Close: |
0.120 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.50% |
| 1 Month |
|
|
-17.65% |
| 3 Months |
|
|
-64.10% |
| YTD |
|
|
-41.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.140 |
0.098 |
| 1M High / 1M Low: |
0.330 |
0.087 |
| 6M High / 6M Low: |
0.840 |
0.086 |
| High (YTD): |
28/03/2024 |
0.840 |
| Low (YTD): |
14/05/2024 |
0.087 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.128 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.170 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.345 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
701.57% |
| Volatility 6M: |
|
425.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
