JP Morgan Call 145 TL0 16.08.2024
/ DE000JK761N8
JP Morgan Call 145 TL0 16.08.2024/ DE000JK761N8 /
2024-07-10 8:42:28 AM |
Chg.+0.120 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.110EUR |
+12.12% |
- Bid Size: - |
- Ask Size: - |
TESLA INC. DL -,001 |
145.00 - |
2024-08-16 |
Call |
Master data
WKN: |
JK761N |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
TESLA INC. DL -,001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
145.00 - |
Maturity: |
2024-08-16 |
Issue date: |
2024-04-23 |
Last trading day: |
2024-08-15 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.45 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.98 |
Intrinsic value: |
0.98 |
Implied volatility: |
0.93 |
Historic volatility: |
0.47 |
Parity: |
0.98 |
Time value: |
0.01 |
Break-even: |
244.00 |
Moneyness: |
1.67 |
Premium: |
0.01 |
Premium p.a.: |
0.06 |
Spread abs.: |
-0.11 |
Spread %: |
-10.00% |
Delta: |
0.97 |
Theta: |
-0.08 |
Omega: |
2.38 |
Rho: |
0.14 |
Quote data
Open: |
1.110 |
High: |
1.110 |
Low: |
1.110 |
Previous Close: |
0.990 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+32.14% |
1 Month |
|
|
+217.14% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.990 |
0.840 |
1M High / 1M Low: |
0.990 |
0.300 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.954 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.545 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
240.66% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |