JP Morgan Call 240 ADP 17.01.2025
/ DE000JS7XJZ3
JP Morgan Call 240 ADP 17.01.2025/ DE000JS7XJZ3 /
02/09/2024 11:08:19 |
Chg.+0.16 |
Bid19:01:08 |
Ask19:01:08 |
Underlying |
Strike price |
Expiration date |
Option type |
3.87EUR |
+4.31% |
- Bid Size: - |
- Ask Size: - |
AUTOM. DATA PROC. DL... |
240.00 - |
17/01/2025 |
Call |
Master data
WKN: |
JS7XJZ |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
AUTOM. DATA PROC. DL -,10 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
240.00 - |
Maturity: |
17/01/2025 |
Issue date: |
10/02/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.36 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.74 |
Intrinsic value: |
0.98 |
Implied volatility: |
0.55 |
Historic volatility: |
0.16 |
Parity: |
0.98 |
Time value: |
2.95 |
Break-even: |
279.30 |
Moneyness: |
1.04 |
Premium: |
0.12 |
Premium p.a.: |
0.35 |
Spread abs.: |
0.04 |
Spread %: |
1.03% |
Delta: |
0.63 |
Theta: |
-0.13 |
Omega: |
3.99 |
Rho: |
0.44 |
Quote data
Open: |
3.87 |
High: |
3.87 |
Low: |
3.87 |
Previous Close: |
3.71 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+14.50% |
1 Month |
|
|
+27.30% |
3 Months |
|
|
+78.34% |
YTD |
|
|
+54.18% |
1 Year |
|
|
-14.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.79 |
3.38 |
1M High / 1M Low: |
3.79 |
2.88 |
6M High / 6M Low: |
3.79 |
1.59 |
High (YTD): |
28/08/2024 |
3.79 |
Low (YTD): |
11/07/2024 |
1.59 |
52W High: |
05/09/2023 |
4.47 |
52W Low: |
11/07/2024 |
1.59 |
Avg. price 1W: |
|
3.63 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.27 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.65 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
2.85 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
102.73% |
Volatility 6M: |
|
98.04% |
Volatility 1Y: |
|
89.32% |
Volatility 3Y: |
|
- |