JP Morgan Call 195 ROST 21.02.2025
/ DE000JT7FD33
JP Morgan Call 195 ROST 21.02.202.../ DE000JT7FD33 /
| 08/11/2024 11:52:55 |
Chg.+0.003 |
Bid20:47:12 |
Ask20:47:12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.008EUR |
+60.00% |
0.011
Bid Size: 10,000 |
0.071
Ask Size: 10,000 |
Ross Stores Inc |
195.00 USD |
21/02/2025 |
Call |
Master data
| WKN: |
JT7FD3 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Ross Stores Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
195.00 USD |
| Maturity: |
21/02/2025 |
| Issue date: |
23/08/2024 |
| Last trading day: |
20/02/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
67.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.19 |
| Parity: |
-4.91 |
| Time value: |
0.19 |
| Break-even: |
182.57 |
| Moneyness: |
0.73 |
| Premium: |
0.39 |
| Premium p.a.: |
2.12 |
| Spread abs.: |
0.19 |
| Spread %: |
2,525.00% |
| Delta: |
0.13 |
| Theta: |
-0.03 |
| Omega: |
8.91 |
| Rho: |
0.04 |
Quote data
| Open: |
0.008 |
| High: |
0.008 |
| Low: |
0.008 |
| Previous Close: |
0.005 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.29% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.014 |
0.005 |
| 1M High / 1M Low: |
0.021 |
0.004 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.009 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.011 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
538.31% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
