JP Morgan Call 5525 S&P 500 Index 26.07.2024
/ DE000JT3LNQ7
JP Morgan Call 5525 S&P 500 Index.../ DE000JT3LNQ7 /
| 2024-07-22 4:05:02 PM |
Chg.-0.080 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
-15.69% |
-
Bid Size: - |
-
Ask Size: - |
- |
5,525.00 USD |
2024-07-26 |
Call |
Master data
| WKN: |
JT3LNQ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5,525.00 USD |
| Maturity: |
2024-07-26 |
| Issue date: |
2024-06-28 |
| Last trading day: |
2024-07-25 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
153.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.10 |
| Parity: |
-0.18 |
| Time value: |
0.33 |
| Break-even: |
5,102.27 |
| Moneyness: |
1.00 |
| Premium: |
0.01 |
| Premium p.a.: |
1.52 |
| Spread abs.: |
0.01 |
| Spread %: |
3.13% |
| Delta: |
0.44 |
| Theta: |
-5.23 |
| Omega: |
67.38 |
| Rho: |
0.24 |
Quote data
| Open: |
0.400 |
| High: |
0.430 |
| Low: |
0.400 |
| Previous Close: |
0.510 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-62.28% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.140 |
0.430 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.820 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
