JP Morgan Call 195 ALD 17.01.2025
/ DE000JL1A5E2
JP Morgan Call 195 ALD 17.01.2025/ DE000JL1A5E2 /
| 2024-12-03 8:54:19 AM |
Chg.- |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.05EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
HONEYWELL INTL ... |
195.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
JL1A5E |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
HONEYWELL INTL DL1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
195.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-04-12 |
| Last trading day: |
2024-12-03 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.43 |
| Intrinsic value: |
2.39 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.17 |
| Parity: |
2.39 |
| Time value: |
0.66 |
| Break-even: |
225.50 |
| Moneyness: |
1.12 |
| Premium: |
0.03 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
-0.01 |
| Spread %: |
-0.33% |
| Delta: |
0.77 |
| Theta: |
-0.24 |
| Omega: |
5.50 |
| Rho: |
0.10 |
Quote data
| Open: |
3.05 |
| High: |
3.05 |
| Low: |
3.05 |
| Previous Close: |
3.71 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-4.69% |
| 3 Months |
|
|
+114.79% |
| YTD |
|
|
+5.54% |
| 1 Year |
|
|
+15.09% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
3.71 |
3.05 |
| 6M High / 6M Low: |
3.77 |
1.18 |
| High (YTD): |
2024-11-13 |
3.77 |
| Low (YTD): |
2024-08-14 |
1.18 |
| 52W High: |
2024-11-13 |
3.77 |
| 52W Low: |
2024-08-14 |
1.18 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.49 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.09 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.02 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
126.59% |
| Volatility 6M: |
|
156.58% |
| Volatility 1Y: |
|
130.95% |
| Volatility 3Y: |
|
- |
