JP Morgan Call 125 iShares Nasdaq Biotechnology ETF 18.10.2024
/ DE000JK7N7D1
JP Morgan Call 125 iShares Nasdaq.../ DE000JK7N7D1 /
| 7/15/2024 2:19:45 PM |
Chg.- |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.09EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
- |
125.00 - |
10/18/2024 |
Call |
Master data
| WKN: |
JK7N7D |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 - |
| Maturity: |
10/18/2024 |
| Issue date: |
4/19/2024 |
| Last trading day: |
7/16/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.89 |
| Intrinsic value: |
0.71 |
| Implied volatility: |
0.75 |
| Historic volatility: |
0.15 |
| Parity: |
0.71 |
| Time value: |
1.43 |
| Break-even: |
146.40 |
| Moneyness: |
1.06 |
| Premium: |
0.11 |
| Premium p.a.: |
0.66 |
| Spread abs.: |
0.10 |
| Spread %: |
4.90% |
| Delta: |
0.64 |
| Theta: |
-0.12 |
| Omega: |
3.94 |
| Rho: |
0.13 |
Quote data
| Open: |
2.15 |
| High: |
2.15 |
| Low: |
2.09 |
| Previous Close: |
2.07 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+67.20% |
| 3 Months |
|
|
+67.20% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.09 |
1.25 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.64 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
