JP Morgan Call 130 iShares Nasdaq Biotechnology ETF 17.01.2025
/ DE000JL05WD0
JP Morgan Call 130 iShares Nasdaq.../ DE000JL05WD0 /
11/15/2024 9:32:59 AM |
Chg.-0.580 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.880EUR |
-39.73% |
- Bid Size: - |
- Ask Size: - |
- |
130.00 - |
1/17/2025 |
Call |
Master data
WKN: |
JL05WD |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
130.00 - |
Maturity: |
1/17/2025 |
Issue date: |
4/13/2023 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
12.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.24 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.54 |
Historic volatility: |
0.17 |
Parity: |
-0.33 |
Time value: |
1.00 |
Break-even: |
140.00 |
Moneyness: |
0.97 |
Premium: |
0.11 |
Premium p.a.: |
0.80 |
Spread abs.: |
0.09 |
Spread %: |
9.89% |
Delta: |
0.51 |
Theta: |
-0.09 |
Omega: |
6.42 |
Rho: |
0.09 |
Quote data
Open: |
0.880 |
High: |
0.880 |
Low: |
0.880 |
Previous Close: |
1.460 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-56.00% |
1 Month |
|
|
-46.34% |
3 Months |
|
|
-51.38% |
YTD |
|
|
-53.68% |
1 Year |
|
|
+3.53% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.000 |
0.880 |
1M High / 1M Low: |
2.050 |
0.880 |
6M High / 6M Low: |
2.180 |
0.880 |
High (YTD): |
7/31/2024 |
2.180 |
Low (YTD): |
4/19/2024 |
0.800 |
52W High: |
7/31/2024 |
2.180 |
52W Low: |
4/19/2024 |
0.800 |
Avg. price 1W: |
|
1.468 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.520 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.634 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.565 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
291.62% |
Volatility 6M: |
|
149.03% |
Volatility 1Y: |
|
123.10% |
Volatility 3Y: |
|
- |