JP Morgan Call 890 LLY 19.07.2024
/ DE000JK22CA5
JP Morgan Call 890 LLY 19.07.2024/ DE000JK22CA5 /
12/07/2024 17:38:34 |
Chg.+0.030 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
0.550EUR |
+5.77% |
- Bid Size: - |
- Ask Size: - |
ELI LILLY |
890.00 - |
19/07/2024 |
Call |
Master data
WKN: |
JK22CA |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
ELI LILLY |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
890.00 - |
Maturity: |
19/07/2024 |
Issue date: |
09/02/2024 |
Last trading day: |
18/07/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
17.05 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
1.34 |
Historic volatility: |
0.26 |
Parity: |
-0.20 |
Time value: |
0.51 |
Break-even: |
941.00 |
Moneyness: |
0.98 |
Premium: |
0.08 |
Premium p.a.: |
0.00 |
Spread abs.: |
-0.04 |
Spread %: |
-7.27% |
Delta: |
0.48 |
Theta: |
-5.02 |
Omega: |
8.22 |
Rho: |
0.06 |
Quote data
Open: |
0.470 |
High: |
0.550 |
Low: |
0.470 |
Previous Close: |
0.520 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+61.76% |
1 Month |
|
|
+96.43% |
3 Months |
|
|
+292.86% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.550 |
0.340 |
1M High / 1M Low: |
0.550 |
0.230 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.452 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.323 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
293.60% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |