JP Morgan Call 130 iShares Nasdaq Biotechnology ETF 17.01.2025
/ DE000JL05WD0
JP Morgan Call 130 iShares Nasdaq.../ DE000JL05WD0 /
| 16/08/2024 09:44:36 |
Chg.+0.13 |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.81EUR |
+7.74% |
-
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: |
7.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.14 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.16 |
| Parity: |
0.14 |
| Time value: |
1.70 |
| Break-even: |
148.40 |
| Moneyness: |
1.01 |
| Premium: |
0.13 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.07 |
| Spread %: |
3.95% |
| Delta: |
0.60 |
| Theta: |
-0.06 |
| Omega: |
4.25 |
| Rho: |
0.25 |
Quote data
| Open: |
1.81 |
| High: |
1.81 |
| Low: |
1.81 |
| Previous Close: |
1.68 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.47% |
| 1 Month |
|
|
-13.40% |
| 3 Months |
|
|
+20.67% |
| YTD |
|
|
-4.74% |
| 1 Year |
|
|
+21.48% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.81 |
1.64 |
| 1M High / 1M Low: |
2.18 |
1.40 |
| 6M High / 6M Low: |
2.18 |
0.80 |
| 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: |
|
1.71 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.86 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.50 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.44 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
129.18% |
| Volatility 6M: |
|
109.12% |
| Volatility 1Y: |
|
99.67% |
| Volatility 3Y: |
|
- |
