JP Morgan Call 175 BA 16.08.2024
/ DE000JK5VLV4
JP Morgan Call 175 BA 16.08.2024/ DE000JK5VLV4 /
| 12/07/2024 09:57:03 |
Chg.-0.02 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.26EUR |
-1.56% |
-
Bid Size: - |
-
Ask Size: - |
Boeing Co |
175.00 USD |
16/08/2024 |
Call |
Master data
| WKN: |
JK5VLV |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Boeing Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
175.00 USD |
| Maturity: |
16/08/2024 |
| Issue date: |
20/03/2024 |
| Last trading day: |
15/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.99 |
| Intrinsic value: |
0.67 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.28 |
| Parity: |
0.67 |
| Time value: |
0.37 |
| Break-even: |
170.82 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.01 |
| Spread %: |
0.89% |
| Delta: |
0.70 |
| Theta: |
-0.09 |
| Omega: |
11.28 |
| Rho: |
0.10 |
Quote data
| Open: |
1.26 |
| High: |
1.26 |
| Low: |
1.26 |
| Previous Close: |
1.28 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.67% |
| 1 Month |
|
|
-11.27% |
| 3 Months |
|
|
-9.35% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.47 |
1.26 |
| 1M High / 1M Low: |
1.52 |
0.88 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.33 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.21 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
205.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
