JP Morgan Call 265 AXP 17.04.2025
/ DE000JT67V03
JP Morgan Call 265 AXP 17.04.2025/ DE000JT67V03 /
| 15/10/2024 16:39:37 |
Chg.+0.08 |
Bid19:05:18 |
Ask19:05:18 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.95EUR |
+2.79% |
3.09
Bid Size: 25,000 |
3.14
Ask Size: 25,000 |
American Express Com... |
265.00 USD |
17/04/2025 |
Call |
Master data
| WKN: |
JT67V0 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
American Express Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
265.00 USD |
| Maturity: |
17/04/2025 |
| Issue date: |
20/08/2024 |
| Last trading day: |
16/04/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.29 |
| Intrinsic value: |
1.06 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.21 |
| Parity: |
1.06 |
| Time value: |
1.69 |
| Break-even: |
270.42 |
| Moneyness: |
1.04 |
| Premium: |
0.07 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.14 |
| Spread %: |
5.26% |
| Delta: |
0.65 |
| Theta: |
-0.06 |
| Omega: |
6.03 |
| Rho: |
0.70 |
Quote data
| Open: |
2.99 |
| High: |
2.99 |
| Low: |
2.95 |
| Previous Close: |
2.87 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.88% |
| 1 Month |
|
|
+64.80% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.87 |
2.47 |
| 1M High / 1M Low: |
2.87 |
2.00 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.65 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.43 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.17% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
