JP Morgan Call 125 iShares Nasdaq Biotechnology ETF 21.06.2024
/ DE000JB53UP9
JP Morgan Call 125 iShares Nasdaq.../ DE000JB53UP9 /
| 2024-05-27 10:07:21 AM |
Chg.-0.03 |
Bid7:29:19 PM |
Ask7:29:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.03EUR |
-2.83% |
1.06
Bid Size: 2,000 |
1.21
Ask Size: 2,000 |
- |
125.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
JB53UP |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-17 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.01 |
| Implied volatility: |
0.85 |
| Historic volatility: |
0.15 |
| Parity: |
0.01 |
| Time value: |
1.12 |
| Break-even: |
136.30 |
| Moneyness: |
1.00 |
| Premium: |
0.09 |
| Premium p.a.: |
2.50 |
| Spread abs.: |
0.08 |
| Spread %: |
7.62% |
| Delta: |
0.55 |
| Theta: |
-0.23 |
| Omega: |
6.09 |
| Rho: |
0.04 |
Quote data
| Open: |
1.03 |
| High: |
1.03 |
| Low: |
1.03 |
| Previous Close: |
1.06 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.21% |
| 1 Month |
|
|
+123.91% |
| 3 Months |
|
|
-35.22% |
| YTD |
|
|
-35.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.26 |
1.06 |
| 1M High / 1M Low: |
1.26 |
0.50 |
| 6M High / 6M Low: |
1.73 |
0.43 |
| High (YTD): |
2024-01-09 |
1.73 |
| Low (YTD): |
2024-04-19 |
0.43 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.98 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.19 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
162.90% |
| Volatility 6M: |
|
141.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
