JP Morgan Call 215 TXN 17.04.2025
/ DE000JB7GSZ8
JP Morgan Call 215 TXN 17.04.2025/ DE000JB7GSZ8 /
| 2024-06-07 10:18:47 AM |
Chg.-0.02 |
Bid5:12:10 PM |
Ask5:12:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.21EUR |
-1.63% |
1.21
Bid Size: 25,000 |
1.27
Ask Size: 25,000 |
Texas Instruments In... |
215.00 USD |
2025-04-17 |
Call |
Master data
| WKN: |
JB7GSZ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Texas Instruments Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
215.00 USD |
| Maturity: |
2025-04-17 |
| Issue date: |
2023-12-06 |
| Last trading day: |
2025-04-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.98 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.21 |
| Parity: |
-1.72 |
| Time value: |
1.40 |
| Break-even: |
211.40 |
| Moneyness: |
0.91 |
| Premium: |
0.17 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.20 |
| Spread %: |
16.67% |
| Delta: |
0.46 |
| Theta: |
-0.04 |
| Omega: |
5.91 |
| Rho: |
0.59 |
Quote data
| Open: |
1.21 |
| High: |
1.21 |
| Low: |
1.21 |
| Previous Close: |
1.23 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.03% |
| 1 Month |
|
|
+45.78% |
| 3 Months |
|
|
+77.94% |
| YTD |
|
|
+49.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.36 |
1.13 |
| 1M High / 1M Low: |
1.70 |
0.83 |
| 6M High / 6M Low: |
1.70 |
0.40 |
| High (YTD): |
2024-05-23 |
1.70 |
| Low (YTD): |
2024-02-14 |
0.40 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.23 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.25 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.74 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.10% |
| Volatility 6M: |
|
185.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
