JP Morgan Call 160 ARM 17.01.2025
/ DE000JK2S3H1
JP Morgan Call 160 ARM 17.01.2025/ DE000JK2S3H1 /
| 2024-12-23 4:56:48 PM |
Chg.-0.104 |
Bid4:56:59 PM |
Ask4:56:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.046EUR |
-69.33% |
0.047
Bid Size: 50,000 |
0.067
Ask Size: 50,000 |
ARM Holdings PLC |
160.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
JK2S3H |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
ARM Holdings PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-02-14 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
73.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.83 |
| Parity: |
-2.67 |
| Time value: |
0.17 |
| Break-even: |
155.08 |
| Moneyness: |
0.83 |
| Premium: |
0.22 |
| Premium p.a.: |
18.21 |
| Spread abs.: |
0.05 |
| Spread %: |
38.46% |
| Delta: |
0.16 |
| Theta: |
-0.11 |
| Omega: |
11.74 |
| Rho: |
0.01 |
Quote data
| Open: |
0.079 |
| High: |
0.079 |
| Low: |
0.046 |
| Previous Close: |
0.150 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-92.92% |
| 1 Month |
|
|
-85.16% |
| 3 Months |
|
|
-96.38% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.650 |
0.150 |
| 1M High / 1M Low: |
0.660 |
0.150 |
| 6M High / 6M Low: |
4.770 |
0.150 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.384 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.341 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.480 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
529.42% |
| Volatility 6M: |
|
335.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
