JP Morgan Call 115 PAYX 17.01.2025
/ DE000JL1H570
JP Morgan Call 115 PAYX 17.01.202.../ DE000JL1H570 /
| 2024-10-14 9:00:59 AM |
Chg.- |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.30EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Paychex Inc |
115.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
JL1H57 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Paychex Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-04-12 |
| Last trading day: |
2024-10-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.50 |
| Intrinsic value: |
2.44 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.18 |
| Parity: |
2.44 |
| Time value: |
0.17 |
| Break-even: |
141.10 |
| Moneyness: |
1.21 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.91 |
| Theta: |
-0.04 |
| Omega: |
4.83 |
| Rho: |
0.18 |
Quote data
| Open: |
2.30 |
| High: |
2.30 |
| Low: |
2.30 |
| Previous Close: |
2.34 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-1.71% |
| 3 Months |
|
|
+72.93% |
| YTD |
|
|
+57.53% |
| 1 Year |
|
|
+66.67% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.30 |
2.30 |
| 6M High / 6M Low: |
2.47 |
0.79 |
| High (YTD): |
2024-10-03 |
2.47 |
| Low (YTD): |
2024-07-09 |
0.79 |
| 52W High: |
2024-10-03 |
2.47 |
| 52W Low: |
2024-07-09 |
0.79 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.30 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.51 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.51 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
127.77% |
| Volatility 1Y: |
|
108.50% |
| Volatility 3Y: |
|
- |
