JP Morgan Call 450 MSFT 19.07.2024
/ DE000JB6YKX5
JP Morgan Call 450 MSFT 19.07.202.../ DE000JB6YKX5 /
| 7/10/2024 10:53:48 AM |
Chg.-0.45 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.32EUR |
-25.42% |
-
Bid Size: - |
-
Ask Size: - |
Microsoft Corporatio... |
450.00 USD |
7/19/2024 |
Call |
Master data
| WKN: |
JB6YKX |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Microsoft Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
450.00 USD |
| Maturity: |
7/19/2024 |
| Issue date: |
11/20/2023 |
| Last trading day: |
7/18/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
36.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.07 |
| Intrinsic value: |
0.88 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.18 |
| Parity: |
0.88 |
| Time value: |
0.29 |
| Break-even: |
427.82 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.02 |
| Spread %: |
1.74% |
| Delta: |
0.73 |
| Theta: |
-0.31 |
| Omega: |
26.69 |
| Rho: |
0.07 |
Quote data
| Open: |
1.32 |
| High: |
1.32 |
| Low: |
1.32 |
| Previous Close: |
1.77 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.20% |
| 1 Month |
|
|
+473.91% |
| 3 Months |
|
|
+7.32% |
| YTD |
|
|
+120.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.83 |
1.22 |
| 1M High / 1M Low: |
1.83 |
0.23 |
| 6M High / 6M Low: |
1.83 |
0.14 |
| High (YTD): |
7/8/2024 |
1.83 |
| Low (YTD): |
6/4/2024 |
0.14 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.49 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.91 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.85 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
441.01% |
| Volatility 6M: |
|
316.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
