JP Morgan Call 135 iShares Nasdaq Biotechnology ETF 15.11.2024
/ DE000JK6DF74
JP Morgan Call 135 iShares Nasdaq.../ DE000JK6DF74 /
| 9/11/2024 2:01:21 PM |
Chg.+0.06 |
Bid2:50:17 PM |
Ask2:50:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.21EUR |
+5.22% |
1.18
Bid Size: 3,000 |
1.21
Ask Size: 3,000 |
- |
135.00 - |
11/15/2024 |
Call |
Master data
| WKN: |
JK6DF7 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
135.00 - |
| Maturity: |
11/15/2024 |
| Issue date: |
4/11/2024 |
| Last trading day: |
11/14/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.16 |
| Parity: |
-0.35 |
| Time value: |
1.26 |
| Break-even: |
147.60 |
| Moneyness: |
0.97 |
| Premium: |
0.12 |
| Premium p.a.: |
0.91 |
| Spread abs.: |
0.05 |
| Spread %: |
4.13% |
| Delta: |
0.52 |
| Theta: |
-0.11 |
| Omega: |
5.45 |
| Rho: |
0.10 |
Quote data
| Open: |
1.21 |
| High: |
1.21 |
| Low: |
1.21 |
| Previous Close: |
1.15 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.42% |
| 1 Month |
|
|
+5.22% |
| 3 Months |
|
|
+39.08% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.24 |
1.11 |
| 1M High / 1M Low: |
1.52 |
1.07 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.32 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
