JP Morgan Call 970 LLY 19.07.2024
/ DE000JK3JSJ4
JP Morgan Call 970 LLY 19.07.2024/ DE000JK3JSJ4 /
| 7/12/2024 10:02:10 AM |
Chg.-0.013 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.037EUR |
-26.00% |
-
Bid Size: - |
-
Ask Size: - |
ELI LILLY |
970.00 - |
7/19/2024 |
Call |
Master data
| WKN: |
JK3JSJ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
ELI LILLY |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
970.00 - |
| Maturity: |
7/19/2024 |
| Issue date: |
2/22/2024 |
| Last trading day: |
7/18/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
158.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.74 |
| Historic volatility: |
0.26 |
| Parity: |
-1.00 |
| Time value: |
0.06 |
| Break-even: |
975.50 |
| Moneyness: |
0.90 |
| Premium: |
0.12 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.01 |
| Spread %: |
22.22% |
| Delta: |
0.14 |
| Theta: |
-1.52 |
| Omega: |
21.62 |
| Rho: |
0.02 |
Quote data
| Open: |
0.037 |
| High: |
0.037 |
| Low: |
0.037 |
| Previous Close: |
0.050 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+60.87% |
| 1 Month |
|
|
-36.21% |
| 3 Months |
|
|
-37.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.050 |
0.027 |
| 1M High / 1M Low: |
0.058 |
0.022 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.038 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.043 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
541.51% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
