JP Morgan Call 390 DCO 17.01.2025
/ DE000JL0NNR5
JP Morgan Call 390 DCO 17.01.2025/ DE000JL0NNR5 /
| 2024-04-26 10:14:00 AM |
Chg.0.000 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
DEERE CO. ... |
390.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
JL0NNR |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
DEERE CO. DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
390.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-04-11 |
| Last trading day: |
2025-01-16 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.21 |
| Parity: |
-0.21 |
| Time value: |
0.43 |
| Break-even: |
433.00 |
| Moneyness: |
0.94 |
| Premium: |
0.17 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.01 |
| Spread %: |
2.38% |
| Delta: |
0.53 |
| Theta: |
-0.11 |
| Omega: |
4.54 |
| Rho: |
1.10 |
Quote data
| Open: |
0.430 |
| High: |
0.430 |
| Low: |
0.430 |
| Previous Close: |
0.430 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.51% |
| 1 Month |
|
|
-15.69% |
| 3 Months |
|
|
-15.69% |
| YTD |
|
|
-24.56% |
| 1 Year |
|
|
-29.51% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.430 |
| 1M High / 1M Low: |
0.550 |
0.430 |
| 6M High / 6M Low: |
0.580 |
0.280 |
| High (YTD): |
2024-01-02 |
0.580 |
| Low (YTD): |
2024-03-07 |
0.280 |
| 52W High: |
2023-07-25 |
1.040 |
| 52W Low: |
2024-03-07 |
0.280 |
| Avg. price 1W: |
|
0.452 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.486 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.450 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.587 |
| Avg. volume 1Y: |
|
28.776 |
| Volatility 1M: |
|
71.99% |
| Volatility 6M: |
|
98.22% |
| Volatility 1Y: |
|
94.51% |
| Volatility 3Y: |
|
- |
