JP Morgan Call 140 iShares Nasdaq Biotechnology ETF 20.09.2024
/ DE000JK1MST1
JP Morgan Call 140 iShares Nasdaq.../ DE000JK1MST1 /
| 10/07/2024 14:34:24 |
Chg.+0.030 |
Bid19:40:55 |
Ask19:40:55 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
+7.50% |
0.490
Bid Size: 50,000 |
0.510
Ask Size: 50,000 |
- |
140.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
JK1MST |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
25/01/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
27.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.15 |
| Parity: |
-1.16 |
| Time value: |
0.47 |
| Break-even: |
144.70 |
| Moneyness: |
0.92 |
| Premium: |
0.13 |
| Premium p.a.: |
0.83 |
| Spread abs.: |
0.05 |
| Spread %: |
11.90% |
| Delta: |
0.35 |
| Theta: |
-0.06 |
| Omega: |
9.58 |
| Rho: |
0.08 |
Quote data
| Open: |
0.430 |
| High: |
0.430 |
| Low: |
0.430 |
| Previous Close: |
0.400 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.30% |
| 1 Month |
|
|
+4.88% |
| 3 Months |
|
|
-18.87% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.270 |
| 1M High / 1M Low: |
0.530 |
0.270 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.320 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.374 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
254.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
