JP Morgan Call 128 MU 19.07.2024
/ DE000JK5GJY3
JP Morgan Call 128 MU 19.07.2024/ DE000JK5GJY3 /
2024-07-05 11:13:51 AM |
Chg.- |
Bid12:35:32 PM |
Ask12:35:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.870EUR |
- |
0.550 Bid Size: 15,000 |
0.560 Ask Size: 15,000 |
Micron Technology In... |
128.00 USD |
2024-07-19 |
Call |
Master data
WKN: |
JK5GJY |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Micron Technology Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
128.00 USD |
Maturity: |
2024-07-19 |
Issue date: |
2024-03-22 |
Last trading day: |
2024-07-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
22.69 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.49 |
Intrinsic value: |
0.33 |
Implied volatility: |
0.40 |
Historic volatility: |
0.35 |
Parity: |
0.33 |
Time value: |
0.20 |
Break-even: |
123.59 |
Moneyness: |
1.03 |
Premium: |
0.02 |
Premium p.a.: |
0.73 |
Spread abs.: |
0.01 |
Spread %: |
1.75% |
Delta: |
0.67 |
Theta: |
-0.15 |
Omega: |
15.25 |
Rho: |
0.02 |
Quote data
Open: |
0.870 |
High: |
0.870 |
Low: |
0.870 |
Previous Close: |
0.940 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+47.46% |
1 Month |
|
|
-15.53% |
3 Months |
|
|
-10.31% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.940 |
0.570 |
1M High / 1M Low: |
2.940 |
0.570 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.726 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.445 |
Avg. volume 1M: |
|
57.895 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
364.64% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |