JP Morgan Call 930 LLY 19.07.2024
/ DE000JK2Y4X8
JP Morgan Call 930 LLY 19.07.2024/ DE000JK2Y4X8 /
7/12/2024 11:24:11 AM |
Chg.-0.040 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.170EUR |
-19.05% |
- Bid Size: - |
- Ask Size: - |
ELI LILLY |
930.00 - |
7/19/2024 |
Call |
Master data
WKN: |
JK2Y4X |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
ELI LILLY |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
930.00 - |
Maturity: |
7/19/2024 |
Issue date: |
2/12/2024 |
Last trading day: |
7/18/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
37.81 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
1.02 |
Historic volatility: |
0.26 |
Parity: |
-0.60 |
Time value: |
0.23 |
Break-even: |
953.00 |
Moneyness: |
0.94 |
Premium: |
0.10 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.01 |
Spread %: |
4.55% |
Delta: |
0.33 |
Theta: |
-3.46 |
Omega: |
12.44 |
Rho: |
0.04 |
Quote data
Open: |
0.170 |
High: |
0.170 |
Low: |
0.170 |
Previous Close: |
0.210 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+82.80% |
1 Month |
|
|
+30.77% |
3 Months |
|
|
+73.47% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.210 |
0.120 |
1M High / 1M Low: |
0.210 |
0.093 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.166 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.132 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
266.01% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |