JP Morgan Call 220 MKTX 21.02.2025
/ DE000JT1TDS1
JP Morgan Call 220 MKTX 21.02.202.../ DE000JT1TDS1 /
| 2024-11-07 10:08:30 AM |
Chg.-0.110 |
Bid10:15:03 AM |
Ask10:15:03 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
-16.42% |
0.570
Bid Size: 2,000 |
0.720
Ask Size: 2,000 |
MarketAxess Holdings... |
220.00 USD |
2025-02-21 |
Call |
Master data
| WKN: |
JT1TDS |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
MarketAxess Holdings Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
2025-02-21 |
| Issue date: |
2024-06-27 |
| Last trading day: |
2025-02-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.51 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.32 |
| Parity: |
0.51 |
| Time value: |
0.15 |
| Break-even: |
271.16 |
| Moneyness: |
1.25 |
| Premium: |
0.06 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.14 |
| Spread %: |
26.79% |
| Delta: |
0.79 |
| Theta: |
-0.14 |
| Omega: |
3.07 |
| Rho: |
0.40 |
Quote data
| Open: |
0.560 |
| High: |
0.560 |
| Low: |
0.560 |
| Previous Close: |
0.670 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.29% |
| 1 Month |
|
|
-1.75% |
| 3 Months |
|
|
+51.35% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.730 |
0.670 |
| 1M High / 1M Low: |
0.730 |
0.570 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.692 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.670 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
58.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
