JP Morgan Call 145 TII 17.01.2025
/ DE000JB6YUN5
JP Morgan Call 145 TII 17.01.2025/ DE000JB6YUN5 /
| 2024-05-30 9:29:59 AM |
Chg.- |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.93EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
TEXAS INSTR. ... |
145.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
JB6YUN |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
TEXAS INSTR. DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-11-01 |
| Last trading day: |
2024-05-31 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.93 |
| Intrinsic value: |
3.52 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.21 |
| Parity: |
3.52 |
| Time value: |
1.58 |
| Break-even: |
196.00 |
| Moneyness: |
1.24 |
| Premium: |
0.09 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.15 |
| Spread %: |
3.03% |
| Delta: |
0.78 |
| Theta: |
-0.06 |
| Omega: |
2.75 |
| Rho: |
0.55 |
Quote data
| Open: |
4.93 |
| High: |
4.93 |
| Low: |
4.93 |
| Previous Close: |
5.12 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+30.42% |
| 3 Months |
|
|
+55.52% |
| YTD |
|
|
+42.49% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
5.77 |
3.78 |
| 6M High / 6M Low: |
5.77 |
2.40 |
| High (YTD): |
2024-05-23 |
5.77 |
| Low (YTD): |
2024-04-22 |
2.40 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
4.85 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.31 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
73.60% |
| Volatility 6M: |
|
103.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
