JP Morgan Call 140 iShares Nasdaq Biotechnology ETF 17.01.2025
/ DE000JL05WG3
JP Morgan Call 140 iShares Nasdaq.../ DE000JL05WG3 /
9/11/2024 9:48:29 AM |
Chg.-0.01 |
Bid5:12:04 PM |
Ask5:12:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.05EUR |
-0.94% |
1.01 Bid Size: 50,000 |
1.03 Ask Size: 50,000 |
- |
140.00 - |
1/17/2025 |
Call |
Master data
WKN: |
JL05WG |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
140.00 - |
Maturity: |
1/17/2025 |
Issue date: |
4/13/2023 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
11.64 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.23 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.45 |
Historic volatility: |
0.16 |
Parity: |
-0.85 |
Time value: |
1.13 |
Break-even: |
151.30 |
Moneyness: |
0.94 |
Premium: |
0.15 |
Premium p.a.: |
0.49 |
Spread abs.: |
0.05 |
Spread %: |
4.63% |
Delta: |
0.48 |
Theta: |
-0.06 |
Omega: |
5.58 |
Rho: |
0.18 |
Quote data
Open: |
1.05 |
High: |
1.05 |
Low: |
1.05 |
Previous Close: |
1.06 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-5.41% |
1 Month |
|
|
-1.87% |
3 Months |
|
|
+32.91% |
YTD |
|
|
-22.79% |
1 Year |
|
|
+0.96% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.14 |
0.98 |
1M High / 1M Low: |
1.32 |
0.98 |
6M High / 6M Low: |
1.46 |
0.41 |
High (YTD): |
1/9/2024 |
1.47 |
Low (YTD): |
4/19/2024 |
0.41 |
52W High: |
1/9/2024 |
1.47 |
52W Low: |
4/19/2024 |
0.41 |
Avg. price 1W: |
|
1.07 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.17 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.92 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
0.93 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
113.87% |
Volatility 6M: |
|
142.57% |
Volatility 1Y: |
|
128.38% |
Volatility 3Y: |
|
- |