JP Morgan Call 165 FI 17.01.2025
/ DE000JL0F659
JP Morgan Call 165 FI 17.01.2025/ DE000JL0F659 /
| 2024-11-08 9:52:04 AM |
Chg.- |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.27EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Fiserv |
165.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
JL0F65 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Fiserv |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-04-13 |
| Last trading day: |
2024-11-08 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.61 |
| Intrinsic value: |
3.52 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.15 |
| Parity: |
3.52 |
| Time value: |
0.75 |
| Break-even: |
207.70 |
| Moneyness: |
1.21 |
| Premium: |
0.04 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.02 |
| Spread %: |
0.47% |
| Delta: |
0.81 |
| Theta: |
-0.13 |
| Omega: |
3.79 |
| Rho: |
0.21 |
Quote data
| Open: |
4.27 |
| High: |
4.27 |
| Low: |
4.27 |
| Previous Close: |
4.57 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+46.74% |
| 3 Months |
|
|
+322.77% |
| YTD |
|
|
+828.26% |
| 1 Year |
|
|
+1234.38% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.27 |
4.27 |
| 1M High / 1M Low: |
4.57 |
2.91 |
| 6M High / 6M Low: |
4.57 |
0.39 |
| High (YTD): |
2024-11-07 |
4.57 |
| Low (YTD): |
2024-07-02 |
0.39 |
| 52W High: |
2024-11-07 |
4.57 |
| 52W Low: |
2023-11-21 |
0.26 |
| Avg. price 1W: |
|
4.27 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.56 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.40 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.05 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
113.60% |
| Volatility 6M: |
|
153.93% |
| Volatility 1Y: |
|
146.35% |
| Volatility 3Y: |
|
- |
