JP Morgan Call 440 MSFT 19.07.2024
/ DE000JB6YKS5
JP Morgan Call 440 MSFT 19.07.202.../ DE000JB6YKS5 /
| 2024-07-10 10:53:48 AM |
Chg.-0.50 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.15EUR |
-18.87% |
-
Bid Size: - |
-
Ask Size: - |
Microsoft Corporatio... |
440.00 USD |
2024-07-19 |
Call |
Master data
| WKN: |
JB6YKS |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Microsoft Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
440.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2023-11-20 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.87 |
| Intrinsic value: |
1.81 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.18 |
| Parity: |
1.81 |
| Time value: |
0.16 |
| Break-even: |
426.57 |
| Moneyness: |
1.04 |
| Premium: |
0.00 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
1.03% |
| Delta: |
0.86 |
| Theta: |
-0.25 |
| Omega: |
18.58 |
| Rho: |
0.09 |
Quote data
| Open: |
2.15 |
| High: |
2.15 |
| Low: |
2.15 |
| Previous Close: |
2.65 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.97% |
| 1 Month |
|
|
+388.64% |
| 3 Months |
|
|
+34.38% |
| YTD |
|
|
+182.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.71 |
2.01 |
| 1M High / 1M Low: |
2.71 |
0.44 |
| 6M High / 6M Low: |
2.71 |
0.27 |
| High (YTD): |
2024-07-08 |
2.71 |
| Low (YTD): |
2024-06-04 |
0.27 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.33 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.51 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.18 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
357.18% |
| Volatility 6M: |
|
283.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
