JP Morgan Call 170 ARM 17.01.2025
/ DE000JK2S3R0
JP Morgan Call 170 ARM 17.01.2025/ DE000JK2S3R0 /
| 2024-12-23 4:56:47 PM |
Chg.-0.057 |
Bid5:01:26 PM |
Ask5:01:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.023EUR |
-71.25% |
0.023
Bid Size: 30,000 |
0.053
Ask Size: 30,000 |
ARM Holdings PLC |
170.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
JK2S3R |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
ARM Holdings PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 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: |
110.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.83 |
| Parity: |
-3.63 |
| Time value: |
0.12 |
| Break-even: |
164.09 |
| Moneyness: |
0.78 |
| Premium: |
0.30 |
| Premium p.a.: |
42.81 |
| Spread abs.: |
0.06 |
| Spread %: |
93.55% |
| Delta: |
0.11 |
| Theta: |
-0.09 |
| Omega: |
11.93 |
| Rho: |
0.01 |
Quote data
| Open: |
0.036 |
| High: |
0.036 |
| Low: |
0.023 |
| Previous Close: |
0.080 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-94.25% |
| 1 Month |
|
|
-87.89% |
| 3 Months |
|
|
-97.75% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.080 |
| 1M High / 1M Low: |
0.410 |
0.080 |
| 6M High / 6M Low: |
4.320 |
0.080 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.222 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.196 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.237 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
591.11% |
| Volatility 6M: |
|
379.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
