JP Morgan Call 930 ASME 19.07.2024
/ DE000JK9PF44
JP Morgan Call 930 ASME 19.07.202.../ DE000JK9PF44 /
| 10/07/2024 10:08:30 |
Chg.-0.53 |
Bid15:45:52 |
Ask15:45:52 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.71EUR |
-7.32% |
7.05
Bid Size: 10,000 |
7.07
Ask Size: 10,000 |
ASML HOLDING EO -... |
930.00 EUR |
19/07/2024 |
Call |
Master data
| WKN: |
JK9PF4 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
ASML HOLDING EO -,09 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
930.00 EUR |
| Maturity: |
19/07/2024 |
| Issue date: |
24/04/2024 |
| Last trading day: |
18/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.61 |
| Intrinsic value: |
5.27 |
| Implied volatility: |
0.75 |
| Historic volatility: |
0.30 |
| Parity: |
5.27 |
| Time value: |
2.41 |
| Break-even: |
1,006.80 |
| Moneyness: |
1.06 |
| Premium: |
0.02 |
| Premium p.a.: |
1.67 |
| Spread abs.: |
1.00 |
| Spread %: |
14.97% |
| Delta: |
0.70 |
| Theta: |
-2.30 |
| Omega: |
8.99 |
| Rho: |
0.15 |
Quote data
| Open: |
6.71 |
| High: |
6.71 |
| Low: |
6.71 |
| Previous Close: |
7.24 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.93% |
| 1 Month |
|
|
+14.12% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.78 |
7.24 |
| 1M High / 1M Low: |
8.78 |
4.48 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.74 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.73 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
202.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
