JP Morgan Call 250 ADP 15.11.2024
/ DE000JK5YJT6
JP Morgan Call 250 ADP 15.11.2024/ DE000JK5YJT6 /
| 2024-07-31 3:22:06 PM |
Chg.+0.75 |
Bid3:52:09 PM |
Ask3:52:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.61EUR |
+40.32% |
2.52
Bid Size: 50,000 |
2.54
Ask Size: 50,000 |
Automatic Data Proce... |
250.00 USD |
2024-11-15 |
Call |
Master data
| WKN: |
JK5YJT |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Automatic Data Processing Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 USD |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-03-19 |
| Last trading day: |
2024-11-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.38 |
| Intrinsic value: |
0.72 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.16 |
| Parity: |
0.72 |
| Time value: |
1.21 |
| Break-even: |
250.38 |
| Moneyness: |
1.03 |
| Premium: |
0.05 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.03 |
| Spread %: |
1.46% |
| Delta: |
0.64 |
| Theta: |
-0.08 |
| Omega: |
7.89 |
| Rho: |
0.39 |
Quote data
| Open: |
2.61 |
| High: |
2.61 |
| Low: |
2.61 |
| Previous Close: |
1.86 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+81.25% |
| 1 Month |
|
|
+115.70% |
| 3 Months |
|
|
+40.32% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.86 |
1.44 |
| 1M High / 1M Low: |
1.86 |
0.90 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.64 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.27 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.86% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
