JP Morgan Call 5600 S&P 500 Index 19.07.2024
/ DE000JL7T804
JP Morgan Call 5600 S&P 500 Index.../ DE000JL7T804 /
| 2024-06-28 11:29:38 AM |
Chg.+0.050 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.190EUR |
+35.71% |
-
Bid Size: - |
-
Ask Size: - |
- |
5,600.00 - |
2024-07-19 |
Call |
Master data
| WKN: |
JL7T80 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5,600.00 - |
| Maturity: |
2024-07-19 |
| Issue date: |
2023-07-21 |
| Last trading day: |
2024-07-18 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
342.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.10 |
| Historic volatility: |
0.11 |
| Parity: |
-1.17 |
| Time value: |
0.16 |
| Break-even: |
5,616.00 |
| Moneyness: |
0.98 |
| Premium: |
0.02 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.01 |
| Spread %: |
6.67% |
| Delta: |
0.22 |
| Theta: |
-1.03 |
| Omega: |
74.14 |
| Rho: |
0.67 |
Quote data
| Open: |
0.190 |
| High: |
0.190 |
| Low: |
0.190 |
| Previous Close: |
0.140 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.52% |
| 1 Month |
|
|
+280.00% |
| 3 Months |
|
|
-50.00% |
| YTD |
|
|
+143.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.210 |
0.140 |
| 1M High / 1M Low: |
0.330 |
0.030 |
| 6M High / 6M Low: |
0.450 |
0.030 |
| High (YTD): |
2024-03-21 |
0.450 |
| Low (YTD): |
2024-05-31 |
0.030 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.175 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.133 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.151 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
533.54% |
| Volatility 6M: |
|
391.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
