JP Morgan Call 245 LOW 17.01.2025
/ DE000JB60EZ7
JP Morgan Call 245 LOW 17.01.2025/ DE000JB60EZ7 /
| 10/7/2024 9:11:36 AM |
Chg.-0.23 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.74EUR |
-7.74% |
-
Bid Size: - |
-
Ask Size: - |
Lowes Companies Inc |
245.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
JB60EZ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Lowes Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
245.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
11/7/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.51 |
| Intrinsic value: |
2.07 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.20 |
| Parity: |
2.07 |
| Time value: |
0.73 |
| Break-even: |
251.33 |
| Moneyness: |
1.09 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.03 |
| Spread %: |
1.08% |
| Delta: |
0.77 |
| Theta: |
-0.07 |
| Omega: |
6.71 |
| Rho: |
0.45 |
Quote data
| Open: |
2.74 |
| High: |
2.74 |
| Low: |
2.74 |
| Previous Close: |
2.97 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.62% |
| 1 Month |
|
|
+94.33% |
| 3 Months |
|
|
+448.00% |
| YTD |
|
|
+76.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.09 |
2.67 |
| 1M High / 1M Low: |
3.09 |
1.47 |
| 6M High / 6M Low: |
3.09 |
0.47 |
| High (YTD): |
3/22/2024 |
3.23 |
| Low (YTD): |
7/8/2024 |
0.47 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.95 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.32 |
| Avg. volume 1M: |
|
375 |
| Avg. price 6M: |
|
1.43 |
| Avg. volume 6M: |
|
58.14 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.14% |
| Volatility 6M: |
|
216.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
