JP Morgan Call 130 iShares Nasdaq Biotechnology ETF 15.11.2024
/ DE000JK7C033
JP Morgan Call 130 iShares Nasdaq.../ DE000JK7C033 /
| 2024-07-10 11:54:05 AM |
Chg.+0.05 |
Bid6:34:00 PM |
Ask6:34:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.27EUR |
+4.10% |
1.30
Bid Size: 50,000 |
1.32
Ask Size: 50,000 |
- |
130.00 - |
2024-11-15 |
Call |
Master data
| WKN: |
JK7C03 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 - |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-04-12 |
| Last trading day: |
2024-11-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.15 |
| Parity: |
-0.16 |
| Time value: |
1.31 |
| Break-even: |
143.10 |
| Moneyness: |
0.99 |
| Premium: |
0.11 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.06 |
| Spread %: |
4.80% |
| Delta: |
0.55 |
| Theta: |
-0.06 |
| Omega: |
5.41 |
| Rho: |
0.20 |
Quote data
| Open: |
1.27 |
| High: |
1.27 |
| Low: |
1.27 |
| Previous Close: |
1.22 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.51% |
| 1 Month |
|
|
+9.48% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.22 |
0.99 |
| 1M High / 1M Low: |
1.39 |
0.99 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.08 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.15 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
