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: |
|
- |