JP Morgan Call 260 MKTX 21.02.2025
/ DE000JT4W7X2
JP Morgan Call 260 MKTX 21.02.202.../ DE000JT4W7X2 /
| 11/7/2024 9:49:10 AM |
Chg.-0.110 |
Bid2:14:56 PM |
Ask2:14:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
-28.21% |
0.280
Bid Size: 3,000 |
0.370
Ask Size: 3,000 |
MarketAxess Holdings... |
260.00 USD |
2/21/2025 |
Call |
Master data
| WKN: |
JT4W7X |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
MarketAxess Holdings Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 USD |
| Maturity: |
2/21/2025 |
| Issue date: |
7/17/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.14 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.32 |
| Parity: |
0.14 |
| Time value: |
0.21 |
| Break-even: |
276.75 |
| Moneyness: |
1.06 |
| Premium: |
0.08 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.08 |
| Spread %: |
32.14% |
| Delta: |
0.65 |
| Theta: |
-0.13 |
| Omega: |
4.81 |
| Rho: |
0.38 |
Quote data
| Open: |
0.280 |
| High: |
0.280 |
| Low: |
0.280 |
| Previous Close: |
0.390 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.88% |
| 1 Month |
|
|
-9.68% |
| 3 Months |
|
|
+40.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.390 |
| 1M High / 1M Low: |
0.430 |
0.310 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.402 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.387 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.78% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
