JP Morgan Call 145 ON 17.01.2025
/ DE000JL7XZY9
JP Morgan Call 145 ON 17.01.2025/ DE000JL7XZY9 /
| 2024-05-31 10:53:31 AM |
Chg.+0.005 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.038EUR |
+15.15% |
-
Bid Size: - |
-
Ask Size: - |
ON Semiconductor |
145.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
JL7XZY |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
ON Semiconductor |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-07-14 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
48.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.40 |
| Parity: |
-6.63 |
| Time value: |
0.14 |
| Break-even: |
135.06 |
| Moneyness: |
0.50 |
| Premium: |
1.01 |
| Premium p.a.: |
2.02 |
| Spread abs.: |
0.10 |
| Spread %: |
241.46% |
| Delta: |
0.11 |
| Theta: |
-0.01 |
| Omega: |
5.39 |
| Rho: |
0.04 |
Quote data
| Open: |
0.038 |
| High: |
0.038 |
| Low: |
0.038 |
| Previous Close: |
0.033 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-24.00% |
| 3 Months |
|
|
-77.65% |
| YTD |
|
|
-88.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.043 |
0.033 |
| 1M High / 1M Low: |
0.057 |
0.033 |
| 6M High / 6M Low: |
0.360 |
0.030 |
| High (YTD): |
2024-01-02 |
0.270 |
| Low (YTD): |
2024-04-22 |
0.030 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.039 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.041 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.138 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
308.19% |
| Volatility 6M: |
|
258.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
