JP Morgan Call 150 ROST 17.01.2025
/ DE000JT6EAW0
JP Morgan Call 150 ROST 17.01.202.../ DE000JT6EAW0 /
| 2024-08-30 8:41:14 AM |
Chg.+0.060 |
Bid9:59:08 PM |
Ask9:59:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.990EUR |
+6.45% |
0.910
Bid Size: 3,000 |
1.000
Ask Size: 3,000 |
Ross Stores Inc |
150.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
JT6EAW |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Ross Stores Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-07-30 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.81 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.19 |
| Parity: |
0.16 |
| Time value: |
0.92 |
| Break-even: |
146.18 |
| Moneyness: |
1.01 |
| Premium: |
0.07 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.09 |
| Spread %: |
9.09% |
| Delta: |
0.59 |
| Theta: |
-0.04 |
| Omega: |
7.53 |
| Rho: |
0.27 |
Quote data
| Open: |
0.990 |
| High: |
0.990 |
| Low: |
0.990 |
| Previous Close: |
0.930 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-37.34% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.580 |
0.930 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.178 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
