JP Morgan Call 275 CRM 17.05.2024
/ DE000JB5GJP2
JP Morgan Call 275 CRM 17.05.2024/ DE000JB5GJP2 /
| 2024-04-26 10:31:24 AM |
Chg.- |
Bid8:06:36 AM |
Ask8:06:36 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
- |
0.670
Bid Size: 5,000 |
0.690
Ask Size: 5,000 |
Salesforce Inc |
275.00 USD |
2024-05-17 |
Call |
Master data
| WKN: |
JB5GJP |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Salesforce Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
275.00 USD |
| Maturity: |
2024-05-17 |
| Issue date: |
2023-11-20 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
38.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.25 |
| Parity: |
-0.17 |
| Time value: |
0.66 |
| Break-even: |
263.78 |
| Moneyness: |
0.99 |
| Premium: |
0.03 |
| Premium p.a.: |
0.80 |
| Spread abs.: |
0.02 |
| Spread %: |
3.13% |
| Delta: |
0.49 |
| Theta: |
-0.19 |
| Omega: |
18.87 |
| Rho: |
0.06 |
Quote data
| Open: |
0.840 |
| High: |
0.840 |
| Low: |
0.840 |
| Previous Close: |
0.730 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.00% |
| 1 Month |
|
|
-70.00% |
| 3 Months |
|
|
-67.19% |
| YTD |
|
|
-41.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.120 |
0.730 |
| 1M High / 1M Low: |
3.180 |
0.620 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-04 |
4.310 |
| Low (YTD): |
2024-04-19 |
0.620 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.886 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.825 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
472.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
