JP Morgan Call 260 APD 17.04.2025
/ DE000JT4F364
JP Morgan Call 260 APD 17.04.2025/ DE000JT4F364 /
| 08/11/2024 13:48:27 |
Chg.+0.48 |
Bid20:05:13 |
Ask20:05:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.72EUR |
+9.16% |
5.58
Bid Size: 20,000 |
5.64
Ask Size: 20,000 |
Air Products and Che... |
260.00 USD |
17/04/2025 |
Call |
Master data
| WKN: |
JT4F36 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Air Products and Chemicals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 USD |
| Maturity: |
17/04/2025 |
| Issue date: |
02/07/2024 |
| Last trading day: |
16/04/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.48 |
| Intrinsic value: |
4.89 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.25 |
| Parity: |
4.89 |
| Time value: |
0.86 |
| Break-even: |
298.34 |
| Moneyness: |
1.20 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.20 |
| Spread %: |
3.60% |
| Delta: |
0.85 |
| Theta: |
-0.06 |
| Omega: |
4.28 |
| Rho: |
0.83 |
Quote data
| Open: |
5.72 |
| High: |
5.72 |
| Low: |
5.72 |
| Previous Close: |
5.24 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.62% |
| 1 Month |
|
|
+0.18% |
| 3 Months |
|
|
+68.73% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.69 |
5.12 |
| 1M High / 1M Low: |
7.41 |
5.12 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.40 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.20 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.92% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
