JP Morgan Call 225 AXP 19.07.2024
/ DE000JB75Q59
JP Morgan Call 225 AXP 19.07.2024/ DE000JB75Q59 /
| 2024-06-05 10:08:24 AM |
Chg.-0.02 |
Bid4:53:58 PM |
Ask4:53:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.47EUR |
-1.34% |
1.29
Bid Size: 50,000 |
1.31
Ask Size: 50,000 |
American Express Com... |
225.00 USD |
2024-07-19 |
Call |
Master data
| WKN: |
JB75Q5 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
American Express Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
225.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2023-12-20 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.37 |
| Intrinsic value: |
1.13 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.19 |
| Parity: |
1.13 |
| Time value: |
0.45 |
| Break-even: |
222.57 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.09 |
| Spread %: |
6.04% |
| Delta: |
0.74 |
| Theta: |
-0.09 |
| Omega: |
10.16 |
| Rho: |
0.17 |
Quote data
| Open: |
1.47 |
| High: |
1.47 |
| Low: |
1.47 |
| Previous Close: |
1.49 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.38% |
| 1 Month |
|
|
+5.00% |
| 3 Months |
|
|
+40.00% |
| YTD |
|
|
+406.90% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.72 |
1.36 |
| 1M High / 1M Low: |
2.03 |
1.36 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-24 |
2.06 |
| Low (YTD): |
2024-01-18 |
0.14 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.52 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.71 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
172.70% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
