JP Morgan Call 5610 S&P 500 Index 12.07.2024
/ DE000JT2LJW5
JP Morgan Call 5610 S&P 500 Index.../ DE000JT2LJW5 /
| 10/07/2024 10:45:51 |
Chg.-0.040 |
Bid11:58:10 |
Ask11:58:10 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.120EUR |
-25.00% |
0.130
Bid Size: 75,000 |
0.140
Ask Size: 75,000 |
- |
5,610.00 USD |
12/07/2024 |
Call |
Master data
| WKN: |
JT2LJW |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5,610.00 USD |
| Maturity: |
12/07/2024 |
| Issue date: |
28/06/2024 |
| Last trading day: |
11/07/2024 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
464.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.10 |
| Parity: |
-0.31 |
| Time value: |
0.11 |
| Break-even: |
5,198.67 |
| Moneyness: |
0.99 |
| Premium: |
0.01 |
| Premium p.a.: |
3.34 |
| Spread abs.: |
0.01 |
| Spread %: |
9.09% |
| Delta: |
0.31 |
| Theta: |
-5.17 |
| Omega: |
141.91 |
| Rho: |
0.09 |
Quote data
| Open: |
0.120 |
| High: |
0.120 |
| Low: |
0.120 |
| Previous Close: |
0.160 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+130.77% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.160 |
0.052 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.098 |
| 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: |
|
- |
