JP Morgan Call 260 AP3 17.01.2025
/ DE000JB6QWH9
JP Morgan Call 260 AP3 17.01.2025/ DE000JB6QWH9 /
| 2024-11-07 10:42:14 AM |
Chg.-0.68 |
Bid9:59:58 PM |
Ask9:59:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.66EUR |
-12.73% |
5.27
Bid Size: 1,000 |
5.42
Ask Size: 1,000 |
AIR PROD. CHEM. ... |
260.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
JB6QWH |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AIR PROD. CHEM. DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-11-09 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.05 |
| Intrinsic value: |
2.58 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.26 |
| Parity: |
2.58 |
| Time value: |
2.32 |
| Break-even: |
309.00 |
| Moneyness: |
1.10 |
| Premium: |
0.08 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.15 |
| Spread %: |
3.16% |
| Delta: |
0.68 |
| Theta: |
-0.23 |
| Omega: |
3.99 |
| Rho: |
0.29 |
Quote data
| Open: |
4.66 |
| High: |
4.66 |
| Low: |
4.66 |
| Previous Close: |
5.34 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.45% |
| 1 Month |
|
|
+12.29% |
| 3 Months |
|
|
+52.79% |
| YTD |
|
|
+22.31% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.34 |
4.72 |
| 1M High / 1M Low: |
7.04 |
4.15 |
| 6M High / 6M Low: |
7.04 |
1.34 |
| High (YTD): |
2024-10-21 |
7.04 |
| Low (YTD): |
2024-02-08 |
0.87 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.09 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.83 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.02 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.08% |
| Volatility 6M: |
|
171.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
