JP Morgan Call 850 LLY 19.07.2024
/ DE000JK3RNF6
JP Morgan Call 850 LLY 19.07.2024/ DE000JK3RNF6 /
| 2024-07-12 10:42:03 AM |
Chg.-0.070 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
-7.95% |
-
Bid Size: - |
-
Ask Size: - |
ELI LILLY |
850.00 - |
2024-07-19 |
Call |
Master data
| WKN: |
JK3RNF |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
ELI LILLY |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
850.00 - |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-02-08 |
| Last trading day: |
2024-07-18 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
1.61 |
| Historic volatility: |
0.26 |
| Parity: |
0.20 |
| Time value: |
0.61 |
| Break-even: |
931.00 |
| Moneyness: |
1.02 |
| Premium: |
0.07 |
| Premium p.a.: |
62.54 |
| Spread abs.: |
-0.10 |
| Spread %: |
-10.99% |
| Delta: |
0.59 |
| Theta: |
-5.86 |
| Omega: |
6.29 |
| Rho: |
0.07 |
Quote data
| Open: |
0.810 |
| High: |
0.810 |
| Low: |
0.810 |
| Previous Close: |
0.880 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+68.75% |
| 1 Month |
|
|
+62.00% |
| 3 Months |
|
|
+285.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.880 |
0.660 |
| 1M High / 1M Low: |
0.880 |
0.450 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.776 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.593 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
226.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
