JP Morgan Call 130 iShares Nasdaq Biotechnology ETF 17.01.2025
/ DE000JL05WD0
JP Morgan Call 130 iShares Nasdaq.../ DE000JL05WD0 /
| 6/28/2024 9:33:48 AM |
Chg.0.00 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.43EUR |
0.00% |
-
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: |
8.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.61 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.15 |
| Parity: |
-0.19 |
| Time value: |
1.44 |
| Break-even: |
144.40 |
| Moneyness: |
0.99 |
| Premium: |
0.13 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.07 |
| Spread %: |
5.11% |
| Delta: |
0.56 |
| Theta: |
-0.04 |
| Omega: |
5.01 |
| Rho: |
0.32 |
Quote data
| Open: |
1.43 |
| High: |
1.43 |
| Low: |
1.43 |
| Previous Close: |
1.43 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.85% |
| 1 Month |
|
|
+31.19% |
| 3 Months |
|
|
-13.33% |
| YTD |
|
|
-24.74% |
| 1 Year |
|
|
-13.33% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.60 |
1.40 |
| 1M High / 1M Low: |
1.60 |
1.09 |
| 6M High / 6M Low: |
2.05 |
0.80 |
| High (YTD): |
2/28/2024 |
2.05 |
| Low (YTD): |
4/19/2024 |
0.80 |
| 52W High: |
2/28/2024 |
2.05 |
| 52W Low: |
10/31/2023 |
0.74 |
| Avg. price 1W: |
|
1.48 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.35 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.51 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.43 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
94.76% |
| Volatility 6M: |
|
94.24% |
| Volatility 1Y: |
|
90.60% |
| Volatility 3Y: |
|
- |
