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 |
|
|
+139.13% |
| 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: |
|
0.321 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
298.87% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
