JP Morgan Call 345 MSF 17.01.2025
/ DE000JS5BEL4
JP Morgan Call 345 MSF 17.01.2025/ DE000JS5BEL4 /
2024-05-14 9:06:37 AM |
Chg.-0.19 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
8.07EUR |
-2.30% |
- Bid Size: - |
- Ask Size: - |
MICROSOFT DL-,000... |
345.00 - |
2025-01-17 |
Call |
Master data
WKN: |
JS5BEL |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
MICROSOFT DL-,00000625 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
345.00 - |
Maturity: |
2025-01-17 |
Issue date: |
2022-12-29 |
Last trading day: |
2025-01-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.74 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.37 |
Intrinsic value: |
3.84 |
Implied volatility: |
0.46 |
Historic volatility: |
0.19 |
Parity: |
3.84 |
Time value: |
4.25 |
Break-even: |
425.90 |
Moneyness: |
1.11 |
Premium: |
0.11 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.02 |
Spread %: |
0.25% |
Delta: |
0.70 |
Theta: |
-0.12 |
Omega: |
3.34 |
Rho: |
1.28 |
Quote data
Open: |
8.07 |
High: |
8.07 |
Low: |
8.07 |
Previous Close: |
8.26 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-1.22% |
1 Month |
|
|
-17.48% |
3 Months |
|
|
-6.49% |
YTD |
|
|
+30.16% |
1 Year |
|
|
+122.31% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
8.26 |
7.85 |
1M High / 1M Low: |
9.42 |
7.06 |
6M High / 6M Low: |
9.80 |
5.62 |
High (YTD): |
2024-03-22 |
9.80 |
Low (YTD): |
2024-01-05 |
5.66 |
52W High: |
2024-03-22 |
9.80 |
52W Low: |
2023-09-27 |
3.37 |
Avg. price 1W: |
|
8.05 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
7.99 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
7.70 |
Avg. volume 6M: |
|
.53 |
Avg. price 1Y: |
|
6.10 |
Avg. volume 1Y: |
|
.64 |
Volatility 1M: |
|
101.39% |
Volatility 6M: |
|
71.79% |
Volatility 1Y: |
|
84.14% |
Volatility 3Y: |
|
- |