JP Morgan Call 25 FL 21.03.2025
/ DE000JT9NZG5
JP Morgan Call 25 FL 21.03.2025/ DE000JT9NZG5 /
| 11/13/2024 10:56:03 AM |
Chg.+0.010 |
Bid12:58:55 PM |
Ask12:58:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
+2.63% |
0.380
Bid Size: 15,000 |
0.390
Ask Size: 15,000 |
Foot Locker Inc |
25.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
JT9NZG |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Foot Locker Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
9/12/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.58 |
| Parity: |
0.00 |
| Time value: |
0.40 |
| Break-even: |
27.55 |
| Moneyness: |
1.00 |
| Premium: |
0.17 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
0.01 |
| Spread %: |
2.56% |
| Delta: |
0.59 |
| Theta: |
-0.02 |
| Omega: |
3.50 |
| Rho: |
0.04 |
Quote data
| Open: |
0.390 |
| High: |
0.390 |
| Low: |
0.390 |
| Previous Close: |
0.380 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+34.48% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.390 |
0.360 |
| 1M High / 1M Low: |
0.390 |
0.270 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.376 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.336 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
