JP Morgan Call 325 MSF 17.01.2025
/ DE000JS5BEK6
JP Morgan Call 325 MSF 17.01.2025/ DE000JS5BEK6 /
| 2024-04-25 8:59:45 AM |
Chg.-0.69 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.06EUR |
-7.08% |
-
Bid Size: - |
-
Ask Size: - |
MICROSOFT DL-,000... |
325.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
JS5BEK |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
MICROSOFT DL-,00000625 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
325.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2022-12-29 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.02 |
| Intrinsic value: |
5.73 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.20 |
| Parity: |
5.73 |
| Time value: |
3.85 |
| Break-even: |
420.80 |
| Moneyness: |
1.18 |
| Premium: |
0.10 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.02 |
| Spread %: |
0.21% |
| Delta: |
0.75 |
| Theta: |
-0.11 |
| Omega: |
2.99 |
| Rho: |
1.39 |
Quote data
| Open: |
9.06 |
| High: |
9.06 |
| Low: |
9.06 |
| Previous Close: |
9.75 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-16.65% |
| 3 Months |
|
|
-3.72% |
| YTD |
|
|
+22.10% |
| 1 Year |
|
|
+143.55% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
9.75 |
9.03 |
| 1M High / 1M Low: |
11.37 |
9.03 |
| 6M High / 6M Low: |
11.37 |
5.22 |
| High (YTD): |
2024-04-12 |
11.37 |
| Low (YTD): |
2024-01-05 |
6.85 |
| 52W High: |
2024-04-12 |
11.37 |
| 52W Low: |
2023-04-27 |
3.65 |
| Avg. price 1W: |
|
9.20 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
10.34 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
8.79 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
7.05 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
67.44% |
| Volatility 6M: |
|
62.17% |
| Volatility 1Y: |
|
74.62% |
| Volatility 3Y: |
|
- |
