OverviewChartNewsTraderScreen

JP Morgan Call 240 ADP 17.01.2025/  DE000JS7XJZ3  /

EUWAX
08/11/2024  11:54:16 Chg.-0.08 Bid22:00:30 Ask22:00:30 Underlying Strike price Expiration date Option type
6.21EUR -1.27% -
Bid Size: -		 -
Ask Size: -		 Automatic Data Proce... 240.00 - 17/01/2025 Call
 

Master data

WKN: JS7XJZ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Automatic Data Processing Inc
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: 4.58
Leverage: Yes

Calculated values

Fair value: 4.57
Intrinsic value: 4.43
Implied volatility: 0.77
Historic volatility: 0.14
Parity: 4.43
Time value: 1.78
Break-even: 302.10
Moneyness: 1.18
Premium: 0.06
Premium p.a.: 0.38
Spread abs.: -0.01
Spread %: -0.16%
Delta: 0.76
Theta: -0.23
Omega: 3.46
Rho: 0.29
 

Quote data

Open: 6.21
High: 6.21
Low: 6.21
Previous Close: 6.29
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+28.04%
1 Month  
+34.42%
3 Months  
+84.82%
YTD  
+147.41%
1 Year  
+146.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.29 4.93
1M High / 1M Low: 6.29 4.62
6M High / 6M Low: 6.29 1.59
High (YTD): 07/11/2024 6.29
Low (YTD): 11/07/2024 1.59
52W High: 07/11/2024 6.29
52W Low: 11/07/2024 1.59
Avg. price 1W:   5.69
Avg. volume 1W:   0.00
Avg. price 1M:   5.12
Avg. volume 1M:   0.00
Avg. price 6M:   3.28
Avg. volume 6M:   0.00
Avg. price 1Y:   3.03
Avg. volume 1Y:   0.00
Volatility 1M:   78.38%
Volatility 6M:   94.99%
Volatility 1Y:   84.65%
Volatility 3Y:   -