JP Morgan Call 170 ROST 21.02.2025
/ DE000JT6EBD8
JP Morgan Call 170 ROST 21.02.202.../ DE000JT6EBD8 /
| 2024-11-08 8:42:18 AM |
Chg.+0.026 |
Bid6:50:52 PM |
Ask6:50:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.081EUR |
+47.27% |
0.100
Bid Size: 25,000 |
0.130
Ask Size: 25,000 |
Ross Stores Inc |
170.00 USD |
2025-02-21 |
Call |
Master data
| WKN: |
JT6EBD |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Ross Stores Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 USD |
| Maturity: |
2025-02-21 |
| Issue date: |
2024-07-30 |
| Last trading day: |
2025-02-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
73.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.19 |
| Parity: |
-2.59 |
| Time value: |
0.18 |
| Break-even: |
159.27 |
| Moneyness: |
0.84 |
| Premium: |
0.21 |
| Premium p.a.: |
0.94 |
| Spread abs.: |
0.10 |
| Spread %: |
122.22% |
| Delta: |
0.17 |
| Theta: |
-0.03 |
| Omega: |
12.31 |
| Rho: |
0.06 |
Quote data
| Open: |
0.081 |
| High: |
0.081 |
| Low: |
0.081 |
| Previous Close: |
0.055 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.25% |
| 1 Month |
|
|
-10.99% |
| 3 Months |
|
|
-61.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.140 |
0.055 |
| 1M High / 1M Low: |
0.210 |
0.055 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.090 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.116 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
384.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
