JP Morgan Call 105 TJX 20.06.2025
/ DE000JK4S747
JP Morgan Call 105 TJX 20.06.2025/ DE000JK4S747 /
16/08/2024 09:49:42 |
Chg.+0.15 |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
1.34EUR |
+12.61% |
- Bid Size: - |
- Ask Size: - |
TJX Companies Inc |
105.00 USD |
20/06/2025 |
Call |
Master data
WKN: |
JK4S74 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
TJX Companies Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
105.00 USD |
Maturity: |
20/06/2025 |
Issue date: |
14/03/2024 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.96 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.07 |
Intrinsic value: |
0.59 |
Implied volatility: |
0.21 |
Historic volatility: |
0.14 |
Parity: |
0.59 |
Time value: |
0.69 |
Break-even: |
108.45 |
Moneyness: |
1.06 |
Premium: |
0.07 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.03 |
Spread %: |
2.19% |
Delta: |
0.71 |
Theta: |
-0.02 |
Omega: |
5.67 |
Rho: |
0.50 |
Quote data
Open: |
1.34 |
High: |
1.34 |
Low: |
1.34 |
Previous Close: |
1.19 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-16.77% |
3 Months |
|
|
+69.62% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.41 |
1.19 |
1M High / 1M Low: |
1.61 |
1.18 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.33 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.41 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
122.17% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |