JP Morgan Call 155 FI 17.01.2025
/ DE000JL05GW3
JP Morgan Call 155 FI 17.01.2025/ DE000JL05GW3 /
| 2024-09-09 9:58:16 AM |
Chg.0.00 |
Bid7:29:55 PM |
Ask7:29:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.02EUR |
0.00% |
2.14
Bid Size: 50,000 |
2.16
Ask Size: 50,000 |
Fiserv |
155.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
JL05GW |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Fiserv |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-04-06 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.61 |
| Intrinsic value: |
1.35 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.15 |
| Parity: |
1.35 |
| Time value: |
0.66 |
| Break-even: |
159.91 |
| Moneyness: |
1.10 |
| Premium: |
0.04 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.07 |
| Spread %: |
3.61% |
| Delta: |
0.75 |
| Theta: |
-0.04 |
| Omega: |
5.68 |
| Rho: |
0.34 |
Quote data
| Open: |
2.02 |
| High: |
2.02 |
| Low: |
2.02 |
| Previous Close: |
2.02 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.01% |
| 1 Month |
|
|
+42.25% |
| 3 Months |
|
|
+108.25% |
| YTD |
|
|
+201.49% |
| 1 Year |
|
|
+260.71% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.25 |
2.02 |
| 1M High / 1M Low: |
2.25 |
1.42 |
| 6M High / 6M Low: |
2.25 |
0.71 |
| High (YTD): |
2024-09-03 |
2.25 |
| Low (YTD): |
2024-01-03 |
0.60 |
| 52W High: |
2024-09-03 |
2.25 |
| 52W Low: |
2023-10-23 |
0.28 |
| Avg. price 1W: |
|
2.18 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.87 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.29 |
| Avg. volume 6M: |
|
7.64 |
| Avg. price 1Y: |
|
0.99 |
| Avg. volume 1Y: |
|
7.64 |
| Volatility 1M: |
|
67.73% |
| Volatility 6M: |
|
137.97% |
| Volatility 1Y: |
|
122.55% |
| Volatility 3Y: |
|
- |
