JP Morgan Call 160 ROST 17.01.2025
/ DE000JT6EAY6
JP Morgan Call 160 ROST 17.01.202.../ DE000JT6EAY6 /
| 11/8/2024 8:42:18 AM |
Chg.+0.042 |
Bid8:50:18 PM |
Ask8:50:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.140EUR |
+42.86% |
0.190
Bid Size: 30,000 |
0.210
Ask Size: 30,000 |
Ross Stores Inc |
160.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
JT6EAY |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Ross Stores Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
7/30/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
59.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.19 |
| Parity: |
-1.66 |
| Time value: |
0.22 |
| Break-even: |
150.41 |
| Moneyness: |
0.89 |
| Premium: |
0.14 |
| Premium p.a.: |
1.01 |
| Spread abs.: |
0.08 |
| Spread %: |
57.14% |
| Delta: |
0.23 |
| Theta: |
-0.04 |
| Omega: |
13.46 |
| Rho: |
0.05 |
Quote data
| Open: |
0.140 |
| High: |
0.140 |
| Low: |
0.140 |
| Previous Close: |
0.098 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-12.50% |
| 3 Months |
|
|
-54.84% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.098 |
| 1M High / 1M Low: |
0.360 |
0.098 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.156 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.205 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
373.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
