JP Morgan Call 120 iShares Nasdaq Biotechnology ETF 17.01.2025
/ DE000JB35PP6
JP Morgan Call 120 iShares Nasdaq.../ DE000JB35PP6 /
| 2024-07-02 9:04:42 AM |
Chg.- |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.05EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
- |
120.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
JB35PP |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-10-04 |
| Last trading day: |
2024-07-02 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.23 |
| Intrinsic value: |
0.84 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.15 |
| Parity: |
0.84 |
| Time value: |
1.28 |
| Break-even: |
141.20 |
| Moneyness: |
1.07 |
| Premium: |
0.10 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.08 |
| Spread %: |
3.92% |
| Delta: |
0.67 |
| Theta: |
-0.04 |
| Omega: |
4.04 |
| Rho: |
0.34 |
Quote data
| Open: |
2.05 |
| High: |
2.05 |
| Low: |
2.05 |
| Previous Close: |
2.12 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-1.44% |
| 3 Months |
|
|
-0.97% |
| YTD |
|
|
-18.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.35 |
1.89 |
| 6M High / 6M Low: |
2.72 |
1.34 |
| High (YTD): |
2024-02-28 |
2.72 |
| Low (YTD): |
2024-04-19 |
1.34 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.11 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.15 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.81% |
| Volatility 6M: |
|
74.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
