JP Morgan Call 410 MSFT 19.07.2024
/ DE000JB6CMD9
JP Morgan Call 410 MSFT 19.07.202.../ DE000JB6CMD9 /
| 10/07/2024 10:53:42 |
Chg.-0.51 |
Bid21:27:58 |
Ask21:27:58 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.89EUR |
-9.44% |
5.08
Bid Size: 25,000 |
-
Ask Size: - |
Microsoft Corporatio... |
410.00 USD |
19/07/2024 |
Call |
Master data
| WKN: |
JB6CMD |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Microsoft Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
410.00 USD |
| Maturity: |
19/07/2024 |
| Issue date: |
20/11/2023 |
| Last trading day: |
18/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.61 |
| Intrinsic value: |
4.58 |
| Implied volatility: |
0.97 |
| Historic volatility: |
0.18 |
| Parity: |
4.58 |
| Time value: |
0.82 |
| Break-even: |
433.13 |
| Moneyness: |
1.12 |
| Premium: |
0.02 |
| Premium p.a.: |
1.17 |
| Spread abs.: |
0.74 |
| Spread %: |
15.88% |
| Delta: |
0.80 |
| Theta: |
-1.04 |
| Omega: |
6.28 |
| Rho: |
0.07 |
Quote data
| Open: |
4.89 |
| High: |
4.89 |
| Low: |
4.89 |
| Previous Close: |
5.40 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.38% |
| 1 Month |
|
|
+153.37% |
| 3 Months |
|
|
+55.73% |
| YTD |
|
|
+223.84% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.46 |
4.73 |
| 1M High / 1M Low: |
5.46 |
1.93 |
| 6M High / 6M Low: |
5.46 |
1.17 |
| High (YTD): |
08/07/2024 |
5.46 |
| Low (YTD): |
03/05/2024 |
1.17 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.07 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.88 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.62 |
| Avg. volume 6M: |
|
15.87 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
165.73% |
| Volatility 6M: |
|
192.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
