JP Morgan Call 135 TJX 17.01.2025
/ DE000JT45P08
JP Morgan Call 135 TJX 17.01.2025/ DE000JT45P08 /
| 26/09/2024 11:52:08 |
Chg.- |
Bid15:12:05 |
Ask15:12:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.079EUR |
- |
0.074
Bid Size: 15,000 |
0.089
Ask Size: 15,000 |
TJX Companies Inc |
135.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
JT45P0 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
TJX Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
135.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
19/07/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
124.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.15 |
| Parity: |
-1.51 |
| Time value: |
0.08 |
| Break-even: |
121.63 |
| Moneyness: |
0.87 |
| Premium: |
0.15 |
| Premium p.a.: |
0.58 |
| Spread abs.: |
0.02 |
| Spread %: |
26.67% |
| Delta: |
0.15 |
| Theta: |
-0.01 |
| Omega: |
18.25 |
| Rho: |
0.04 |
Quote data
| Open: |
0.079 |
| High: |
0.079 |
| Low: |
0.079 |
| Previous Close: |
0.068 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.24% |
| 1 Month |
|
|
-43.57% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.089 |
0.065 |
| 1M High / 1M Low: |
0.140 |
0.065 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.076 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.100 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
194.39% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
