JP Morgan Call 790 LLY 16.08.2024
/ DE000JT6DK78
JP Morgan Call 790 LLY 16.08.2024/ DE000JT6DK78 /
| 12/08/2024 11:42:37 |
Chg.+0.050 |
Bid15:07:41 |
Ask15:07:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.990EUR |
+5.32% |
1.070
Bid Size: 10,000 |
-
Ask Size: - |
Eli Lilly and Co |
790.00 USD |
16/08/2024 |
Call |
Master data
| WKN: |
JT6DK7 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Eli Lilly and Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
790.00 USD |
| Maturity: |
16/08/2024 |
| Issue date: |
08/08/2024 |
| Last trading day: |
15/08/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.93 |
| Intrinsic value: |
0.93 |
| Implied volatility: |
- |
| Historic volatility: |
0.27 |
| Parity: |
0.93 |
| Time value: |
-0.35 |
| Break-even: |
782.57 |
| Moneyness: |
1.13 |
| Premium: |
-0.04 |
| Premium p.a.: |
-0.98 |
| Spread abs.: |
-0.28 |
| Spread %: |
-32.63% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.990 |
| High: |
0.990 |
| Low: |
0.990 |
| Previous Close: |
0.940 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
- |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| 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: |
|
- |
