JP Morgan Call 415 MSF 19.07.2024
/ DE000JB6LLQ4
JP Morgan Call 415 MSF 19.07.2024/ DE000JB6LLQ4 /
| 6/18/2024 10:51:28 AM |
Chg.- |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
MICROSOFT DL-,000... |
415.00 - |
7/19/2024 |
Call |
Master data
| WKN: |
JB6LLQ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
MICROSOFT DL-,00000625 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
415.00 - |
| Maturity: |
7/19/2024 |
| Issue date: |
11/20/2023 |
| Last trading day: |
6/18/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.10 |
| Implied volatility: |
1.20 |
| Historic volatility: |
0.18 |
| Parity: |
0.10 |
| Time value: |
0.27 |
| Break-even: |
452.00 |
| Moneyness: |
1.02 |
| Premium: |
0.06 |
| Premium p.a.: |
11.23 |
| Spread abs.: |
0.01 |
| Spread %: |
2.78% |
| Delta: |
0.59 |
| Theta: |
-1.76 |
| Omega: |
6.76 |
| Rho: |
0.05 |
Quote data
| Open: |
0.360 |
| High: |
0.360 |
| Low: |
0.360 |
| Previous Close: |
0.300 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+125.00% |
| 3 Months |
|
|
+28.57% |
| YTD |
|
|
+157.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.360 |
0.160 |
| 6M High / 6M Low: |
0.360 |
0.098 |
| High (YTD): |
6/18/2024 |
0.360 |
| Low (YTD): |
5/3/2024 |
0.098 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.256 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.214 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
191.07% |
| Volatility 6M: |
|
203.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
