JP Morgan Call 220 TXN 20.06.2025
/ DE000JB3H2W3
JP Morgan Call 220 TXN 20.06.2025/ DE000JB3H2W3 /
| 2024-06-07 10:48:52 AM |
Chg.-0.01 |
Bid10:00:45 PM |
Ask10:00:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.24EUR |
-0.80% |
-
Bid Size: - |
-
Ask Size: - |
Texas Instruments In... |
220.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
JB3H2W |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Texas Instruments Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-10-19 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.21 |
| Parity: |
-2.18 |
| Time value: |
1.53 |
| Break-even: |
217.29 |
| Moneyness: |
0.89 |
| Premium: |
0.21 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.30 |
| Spread %: |
24.39% |
| Delta: |
0.45 |
| Theta: |
-0.03 |
| Omega: |
5.35 |
| Rho: |
0.69 |
Quote data
| Open: |
1.24 |
| High: |
1.24 |
| Low: |
1.24 |
| Previous Close: |
1.25 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.29% |
| 1 Month |
|
|
+45.88% |
| 3 Months |
|
|
+69.86% |
| YTD |
|
|
+49.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.43 |
1.17 |
| 1M High / 1M Low: |
1.76 |
0.85 |
| 6M High / 6M Low: |
1.76 |
0.40 |
| High (YTD): |
2024-05-23 |
1.76 |
| Low (YTD): |
2024-02-14 |
0.40 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.28 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.31 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.76 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.82% |
| Volatility 6M: |
|
173.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
