JP Morgan Call 750 LLY 19.07.2024
/ DE000JK3RN48
JP Morgan Call 750 LLY 19.07.2024/ DE000JK3RN48 /
| 25/06/2024 15:46:03 |
Chg.- |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.38EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
ELI LILLY |
750.00 - |
19/07/2024 |
Call |
Master data
| WKN: |
JK3RN4 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
ELI LILLY |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
750.00 - |
| Maturity: |
19/07/2024 |
| Issue date: |
08/02/2024 |
| Last trading day: |
10/07/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.20 |
| Intrinsic value: |
1.20 |
| Implied volatility: |
1.45 |
| Historic volatility: |
0.26 |
| Parity: |
1.20 |
| Time value: |
0.18 |
| Break-even: |
888.00 |
| Moneyness: |
1.16 |
| Premium: |
0.02 |
| Premium p.a.: |
2.58 |
| Spread abs.: |
-0.10 |
| Spread %: |
-6.76% |
| Delta: |
0.81 |
| Theta: |
-3.66 |
| Omega: |
5.13 |
| Rho: |
0.09 |
Quote data
| Open: |
1.38 |
| High: |
1.38 |
| Low: |
1.38 |
| Previous Close: |
1.32 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+4.55% |
| 3 Months |
|
|
+146.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.38 |
1.26 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.33 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
63.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
