JP Morgan Call 70 NET 17.01.2025
/ DE000JL1CH01
JP Morgan Call 70 NET 17.01.2025/ DE000JL1CH01 /
| 2024-04-26 10:18:49 AM |
Chg.+0.21 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.69EUR |
+8.47% |
-
Bid Size: - |
-
Ask Size: - |
Cloudflare Inc |
70.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
JL1CH0 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Cloudflare Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-04-14 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.10 |
| Intrinsic value: |
1.11 |
| Implied volatility: |
0.79 |
| Historic volatility: |
0.54 |
| Parity: |
1.11 |
| Time value: |
1.58 |
| Break-even: |
96.90 |
| Moneyness: |
1.16 |
| Premium: |
0.19 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.08 |
| Spread %: |
3.07% |
| Delta: |
0.73 |
| Theta: |
-0.04 |
| Omega: |
2.19 |
| Rho: |
0.23 |
Quote data
| Open: |
2.69 |
| High: |
2.69 |
| Low: |
2.69 |
| Previous Close: |
2.48 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.25% |
| 1 Month |
|
|
-17.99% |
| 3 Months |
|
|
+20.09% |
| YTD |
|
|
+4.67% |
| 1 Year |
|
|
+212.79% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.69 |
2.34 |
| 1M High / 1M Low: |
3.29 |
2.34 |
| 6M High / 6M Low: |
4.35 |
0.98 |
| High (YTD): |
2024-02-09 |
4.35 |
| Low (YTD): |
2024-01-05 |
2.01 |
| 52W High: |
2024-02-09 |
4.35 |
| 52W Low: |
2023-05-05 |
0.66 |
| Avg. price 1W: |
|
2.51 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.92 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.63 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.14 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
86.04% |
| Volatility 6M: |
|
140.59% |
| Volatility 1Y: |
|
131.44% |
| Volatility 3Y: |
|
- |
