JP Morgan Call 160 AMT 17.01.2025
/ DE000JB2BSW7
JP Morgan Call 160 AMT 17.01.2025/ DE000JB2BSW7 /
| 6/7/2024 11:22:37 AM |
Chg.+0.08 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.07EUR |
+2.01% |
-
Bid Size: - |
-
Ask Size: - |
American Tower Corpo... |
160.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
JB2BSW |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
American Tower Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
9/29/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.67 |
| Intrinsic value: |
3.17 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.23 |
| Parity: |
3.17 |
| Time value: |
0.40 |
| Break-even: |
183.86 |
| Moneyness: |
1.21 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.14 |
| Spread %: |
4.04% |
| Delta: |
0.94 |
| Theta: |
-0.02 |
| Omega: |
4.73 |
| Rho: |
0.81 |
Quote data
| Open: |
4.07 |
| High: |
4.07 |
| Low: |
4.07 |
| Previous Close: |
3.99 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.66% |
| 1 Month |
|
|
+45.36% |
| 3 Months |
|
|
-12.66% |
| YTD |
|
|
-32.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.20 |
3.83 |
| 1M High / 1M Low: |
4.20 |
2.80 |
| 6M High / 6M Low: |
6.07 |
2.31 |
| High (YTD): |
1/4/2024 |
6.07 |
| Low (YTD): |
4/29/2024 |
2.31 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.00 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.40 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.08 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.47% |
| Volatility 6M: |
|
84.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
