JP Morgan Call 420 NTH 17.01.2025
/ DE000JL9SLE7
JP Morgan Call 420 NTH 17.01.2025/ DE000JL9SLE7 /
13/08/2024 09:24:01 |
Chg.- |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
0.850EUR |
- |
- Bid Size: - |
- Ask Size: - |
NORTHROP GRUMMAN DL ... |
420.00 - |
17/01/2025 |
Call |
Master data
WKN: |
JL9SLE |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
NORTHROP GRUMMAN DL 1 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
420.00 - |
Maturity: |
17/01/2025 |
Issue date: |
17/08/2023 |
Last trading day: |
13/08/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.38 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.63 |
Intrinsic value: |
0.54 |
Implied volatility: |
0.49 |
Historic volatility: |
0.19 |
Parity: |
0.54 |
Time value: |
0.34 |
Break-even: |
508.00 |
Moneyness: |
1.13 |
Premium: |
0.07 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.03 |
Spread %: |
3.53% |
Delta: |
0.72 |
Theta: |
-0.20 |
Omega: |
3.90 |
Rho: |
0.97 |
Quote data
Open: |
0.850 |
High: |
0.850 |
Low: |
0.850 |
Previous Close: |
0.780 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+19.72% |
3 Months |
|
|
+77.08% |
YTD |
|
|
+10.39% |
1 Year |
|
|
+23.19% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.850 |
0.710 |
6M High / 6M Low: |
0.850 |
0.300 |
High (YTD): |
15/01/2024 |
0.890 |
Low (YTD): |
10/07/2024 |
0.300 |
52W High: |
18/10/2023 |
1.130 |
52W Low: |
10/07/2024 |
0.300 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.780 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.575 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.685 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
97.29% |
Volatility 6M: |
|
107.31% |
Volatility 1Y: |
|
110.04% |
Volatility 3Y: |
|
- |