JP Morgan Call 25 S 17.01.2025
/ DE000JT5EDB0
JP Morgan Call 25 S 17.01.2025/ DE000JT5EDB0 /
| 15/11/2024 08:33:08 |
Chg.-0.030 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
-6.98% |
-
Bid Size: - |
-
Ask Size: - |
SentinelOne Inc |
25.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
JT5EDB |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
SentinelOne Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
02/07/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.48 |
| Parity: |
0.11 |
| Time value: |
0.22 |
| Break-even: |
26.98 |
| Moneyness: |
1.04 |
| Premium: |
0.09 |
| Premium p.a.: |
0.64 |
| Spread abs.: |
0.01 |
| Spread %: |
3.03% |
| Delta: |
0.62 |
| Theta: |
-0.02 |
| Omega: |
4.79 |
| Rho: |
0.02 |
Quote data
| Open: |
0.400 |
| High: |
0.400 |
| Low: |
0.400 |
| Previous Close: |
0.430 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.11% |
| 1 Month |
|
|
+11.11% |
| 3 Months |
|
|
+21.21% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.380 |
| 1M High / 1M Low: |
0.450 |
0.310 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.416 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.386 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
175.31% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
