JP Morgan Call 130 iShares Nasdaq Biotechnology ETF 17.01.2025
/ DE000JL05WD0
JP Morgan Call 130 iShares Nasdaq.../ DE000JL05WD0 /
18/10/2024 09:47:16 |
Chg.-0.17 |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
1.64EUR |
-9.39% |
- Bid Size: - |
- Ask Size: - |
- |
130.00 - |
17/01/2025 |
Call |
Master data
WKN: |
JL05WD |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
130.00 - |
Maturity: |
17/01/2025 |
Issue date: |
13/04/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.59 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.73 |
Intrinsic value: |
0.43 |
Implied volatility: |
0.57 |
Historic volatility: |
0.16 |
Parity: |
0.43 |
Time value: |
1.34 |
Break-even: |
147.70 |
Moneyness: |
1.03 |
Premium: |
0.10 |
Premium p.a.: |
0.47 |
Spread abs.: |
0.04 |
Spread %: |
2.31% |
Delta: |
0.61 |
Theta: |
-0.09 |
Omega: |
4.64 |
Rho: |
0.16 |
Quote data
Open: |
1.64 |
High: |
1.64 |
Low: |
1.64 |
Previous Close: |
1.81 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+7.89% |
1 Month |
|
|
-19.21% |
3 Months |
|
|
-8.89% |
YTD |
|
|
-13.68% |
1 Year |
|
|
+70.83% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.81 |
1.64 |
1M High / 1M Low: |
2.03 |
1.47 |
6M High / 6M Low: |
2.18 |
0.84 |
High (YTD): |
31/07/2024 |
2.18 |
Low (YTD): |
19/04/2024 |
0.80 |
52W High: |
31/07/2024 |
2.18 |
52W Low: |
31/10/2023 |
0.74 |
Avg. price 1W: |
|
1.74 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.66 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.58 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.51 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
103.78% |
Volatility 6M: |
|
105.69% |
Volatility 1Y: |
|
100.96% |
Volatility 3Y: |
|
- |