JP Morgan Call 150 ON 17.01.2025
/ DE000JL7JD36
JP Morgan Call 150 ON 17.01.2025/ DE000JL7JD36 /
| 2024-05-31 11:49:21 AM |
Chg.+0.004 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.030EUR |
+15.38% |
-
Bid Size: - |
-
Ask Size: - |
ON Semiconductor |
150.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
JL7JD3 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
ON Semiconductor |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-07-17 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
56.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.40 |
| Parity: |
-7.09 |
| Time value: |
0.12 |
| Break-even: |
139.47 |
| Moneyness: |
0.49 |
| Premium: |
1.07 |
| Premium p.a.: |
2.18 |
| Spread abs.: |
0.09 |
| Spread %: |
293.94% |
| Delta: |
0.10 |
| Theta: |
-0.01 |
| Omega: |
5.52 |
| Rho: |
0.03 |
Quote data
| Open: |
0.030 |
| High: |
0.030 |
| Low: |
0.030 |
| Previous Close: |
0.026 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.25% |
| 1 Month |
|
|
-26.83% |
| 3 Months |
|
|
-72.73% |
| YTD |
|
|
-89.66% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.035 |
0.026 |
| 1M High / 1M Low: |
0.046 |
0.026 |
| 6M High / 6M Low: |
0.310 |
0.023 |
| High (YTD): |
2024-01-02 |
0.250 |
| Low (YTD): |
2024-04-19 |
0.023 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.032 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.034 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.119 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
294.17% |
| Volatility 6M: |
|
255.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
