JP Morgan Call 155 TEAM 11.10.2024
/ DE000JV1PL82
JP Morgan Call 155 TEAM 11.10.202.../ DE000JV1PL82 /
| 26/09/2024 12:20:56 |
Chg.- |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.13EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Atlassian Corporatio... |
155.00 USD |
11/10/2024 |
Call |
Master data
| WKN: |
JV1PL8 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Atlassian Corporation PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 USD |
| Maturity: |
11/10/2024 |
| Issue date: |
19/09/2024 |
| Last trading day: |
10/10/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.56 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.38 |
| Parity: |
0.56 |
| Time value: |
0.53 |
| Break-even: |
149.75 |
| Moneyness: |
1.04 |
| Premium: |
0.04 |
| Premium p.a.: |
1.77 |
| Spread abs.: |
0.05 |
| Spread %: |
4.81% |
| Delta: |
0.64 |
| Theta: |
-0.29 |
| Omega: |
8.51 |
| Rho: |
0.03 |
Quote data
| Open: |
1.13 |
| High: |
1.13 |
| Low: |
1.13 |
| Previous Close: |
1.08 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.80% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.13 |
1.02 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.09 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
