JP Morgan Call 225 AXP 16.01.2026
/ DE000JK484N7
JP Morgan Call 225 AXP 16.01.2026/ DE000JK484N7 /
| 15/10/2024 12:03:47 |
Chg.+0.02 |
Bid21:19:31 |
Ask21:19:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.78EUR |
+0.30% |
6.85
Bid Size: 25,000 |
6.95
Ask Size: 25,000 |
American Express Com... |
225.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
JK484N |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
American Express Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
225.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
01/03/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.94 |
| Intrinsic value: |
4.72 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.21 |
| Parity: |
4.72 |
| Time value: |
1.70 |
| Break-even: |
270.51 |
| Moneyness: |
1.23 |
| Premium: |
0.07 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.28 |
| Spread %: |
4.47% |
| Delta: |
0.83 |
| Theta: |
-0.04 |
| Omega: |
3.26 |
| Rho: |
1.82 |
Quote data
| Open: |
6.78 |
| High: |
6.78 |
| Low: |
6.78 |
| Previous Close: |
6.76 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.10% |
| 1 Month |
|
|
+32.16% |
| 3 Months |
|
|
+59.15% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.76 |
6.14 |
| 1M High / 1M Low: |
6.76 |
5.39 |
| 6M High / 6M Low: |
6.76 |
3.22 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.40 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.99 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.58 |
| Avg. volume 6M: |
|
7.87 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
49.20% |
| Volatility 6M: |
|
91.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
