JP Morgan Call 195 AXP 20.09.2024
/ DE000JB2W6G9
JP Morgan Call 195 AXP 20.09.2024/ DE000JB2W6G9 /
| 2024-04-29 10:44:58 AM |
Chg.+0.09 |
Bid12:36:37 PM |
Ask12:36:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.50EUR |
+2.04% |
4.48
Bid Size: 2,000 |
4.58
Ask Size: 2,000 |
American Express Com... |
195.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
JB2W6G |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
American Express Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
195.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-29 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.13 |
| Intrinsic value: |
3.80 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.21 |
| Parity: |
3.80 |
| Time value: |
0.43 |
| Break-even: |
224.34 |
| Moneyness: |
1.21 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.14 |
| Spread %: |
3.43% |
| Delta: |
0.91 |
| Theta: |
-0.04 |
| Omega: |
4.76 |
| Rho: |
0.63 |
Quote data
| Open: |
4.50 |
| High: |
4.50 |
| Low: |
4.50 |
| Previous Close: |
4.41 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.49% |
| 1 Month |
|
|
+20.00% |
| 3 Months |
|
|
+122.77% |
| YTD |
|
|
+221.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.74 |
4.11 |
| 1M High / 1M Low: |
4.74 |
2.76 |
| 6M High / 6M Low: |
4.74 |
0.24 |
| High (YTD): |
2024-04-24 |
4.74 |
| Low (YTD): |
2024-01-16 |
0.97 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.41 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.54 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.99 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
208.78% |
| Volatility 6M: |
|
150.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
