JP Morgan Call 235 AXP 16.01.2026
/ DE000JT244G0
JP Morgan Call 235 AXP 16.01.2026/ DE000JT244G0 /
| 15/10/2024 10:18:05 |
Chg.+0.04 |
Bid21:49:06 |
Ask21:49:06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.13EUR |
+0.66% |
6.13
Bid Size: 25,000 |
6.23
Ask Size: 25,000 |
American Express Com... |
235.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
JT244G |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
American Express Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
235.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
24/06/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.23 |
| Intrinsic value: |
3.81 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.21 |
| Parity: |
3.81 |
| Time value: |
2.03 |
| Break-even: |
273.81 |
| Moneyness: |
1.18 |
| Premium: |
0.08 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.28 |
| Spread %: |
4.94% |
| Delta: |
0.79 |
| Theta: |
-0.04 |
| Omega: |
3.41 |
| Rho: |
1.77 |
Quote data
| Open: |
6.13 |
| High: |
6.13 |
| Low: |
6.13 |
| Previous Close: |
6.09 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.97% |
| 1 Month |
|
|
+34.14% |
| 3 Months |
|
|
+63.90% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.09 |
5.50 |
| 1M High / 1M Low: |
6.09 |
4.81 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.79 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.39 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
55.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
