JP Morgan Call 205 AXP 20.09.2024
/ DE000JB2W6J3
JP Morgan Call 205 AXP 20.09.2024/ DE000JB2W6J3 /
| 2024-04-29 10:44:58 AM |
Chg.+0.07 |
Bid3:53:06 PM |
Ask3:53:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.69EUR |
+1.93% |
3.62
Bid Size: 30,000 |
3.65
Ask Size: 30,000 |
American Express Com... |
205.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
JB2W6J |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
American Express Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
205.00 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: |
6.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.30 |
| Intrinsic value: |
2.86 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.21 |
| Parity: |
2.86 |
| Time value: |
0.57 |
| Break-even: |
225.74 |
| Moneyness: |
1.15 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.09 |
| Spread %: |
2.80% |
| Delta: |
0.86 |
| Theta: |
-0.04 |
| Omega: |
5.49 |
| Rho: |
0.61 |
Quote data
| Open: |
3.69 |
| High: |
3.69 |
| Low: |
3.69 |
| Previous Close: |
3.62 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.48% |
| 1 Month |
|
|
+22.19% |
| 3 Months |
|
|
+144.37% |
| YTD |
|
|
+261.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.93 |
3.34 |
| 1M High / 1M Low: |
3.93 |
2.12 |
| 6M High / 6M Low: |
3.93 |
0.16 |
| High (YTD): |
2024-04-24 |
3.93 |
| Low (YTD): |
2024-01-16 |
0.66 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.62 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.84 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.53 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
244.60% |
| Volatility 6M: |
|
175.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
