JP Morgan Call 165 TXN 17.04.2025
/ DE000JB7MVE5
JP Morgan Call 165 TXN 17.04.2025/ DE000JB7MVE5 /
| 2024-05-31 11:21:38 AM |
Chg.+0.03 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.88EUR |
+0.78% |
-
Bid Size: - |
-
Ask Size: - |
Texas Instruments In... |
165.00 USD |
2025-04-17 |
Call |
Master data
| WKN: |
JB7MVE |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Texas Instruments Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 USD |
| Maturity: |
2025-04-17 |
| Issue date: |
2023-11-29 |
| Last trading day: |
2025-04-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.54 |
| Intrinsic value: |
2.77 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.22 |
| Parity: |
2.77 |
| Time value: |
1.20 |
| Break-even: |
191.79 |
| Moneyness: |
1.18 |
| Premium: |
0.07 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.20 |
| Spread %: |
5.31% |
| Delta: |
0.79 |
| Theta: |
-0.03 |
| Omega: |
3.60 |
| Rho: |
0.90 |
Quote data
| Open: |
3.88 |
| High: |
3.88 |
| Low: |
3.88 |
| Previous Close: |
3.85 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.96% |
| 1 Month |
|
|
+40.07% |
| 3 Months |
|
|
+73.99% |
| YTD |
|
|
+53.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.24 |
3.85 |
| 1M High / 1M Low: |
4.47 |
2.58 |
| 6M High / 6M Low: |
4.47 |
1.57 |
| High (YTD): |
2024-05-23 |
4.47 |
| Low (YTD): |
2024-02-14 |
1.66 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.07 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.57 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.42 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.94% |
| Volatility 6M: |
|
119.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
