JP Morgan Call 115 3QD 17.01.2025
/ DE000JL0Q7G6
JP Morgan Call 115 3QD 17.01.2025/ DE000JL0Q7G6 /
| 7/9/2024 9:57:36 AM |
Chg.-0.12 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.73EUR |
-4.21% |
-
Bid Size: - |
-
Ask Size: - |
DATADOG INC. A DL-,... |
115.00 - |
1/17/2025 |
Call |
Master data
| WKN: |
JL0Q7G |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
DATADOG INC. A DL-,00001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 - |
| Maturity: |
1/17/2025 |
| Issue date: |
4/6/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.03 |
| Intrinsic value: |
0.72 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.45 |
| Parity: |
0.72 |
| Time value: |
2.05 |
| Break-even: |
142.70 |
| Moneyness: |
1.06 |
| Premium: |
0.17 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.07 |
| Spread %: |
2.59% |
| Delta: |
0.66 |
| Theta: |
-0.06 |
| Omega: |
2.91 |
| Rho: |
0.28 |
Quote data
| Open: |
2.73 |
| High: |
2.73 |
| Low: |
2.73 |
| Previous Close: |
2.85 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.41% |
| 1 Month |
|
|
+93.62% |
| 3 Months |
|
|
-2.50% |
| YTD |
|
|
-5.86% |
| 1 Year |
|
|
+28.77% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.85 |
2.59 |
| 1M High / 1M Low: |
2.85 |
1.54 |
| 6M High / 6M Low: |
3.92 |
1.40 |
| High (YTD): |
2/13/2024 |
3.92 |
| Low (YTD): |
6/4/2024 |
1.40 |
| 52W High: |
2/13/2024 |
3.92 |
| 52W Low: |
11/7/2023 |
0.96 |
| Avg. price 1W: |
|
2.68 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.09 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.67 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.39 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
97.56% |
| Volatility 6M: |
|
106.76% |
| Volatility 1Y: |
|
150.80% |
| Volatility 3Y: |
|
- |
