JP Morgan Call 27.5 FL 21.03.2025
/ DE000JT9NZJ9
JP Morgan Call 27.5 FL 21.03.2025/ DE000JT9NZJ9 /
| 11/15/2024 10:22:25 AM |
Chg.-0.030 |
Bid11/15/2024 |
Ask11/15/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.230EUR |
-11.54% |
0.230
Bid Size: 20,000 |
0.240
Ask Size: 20,000 |
Foot Locker Inc |
27.50 USD |
3/21/2025 |
Call |
Master data
| WKN: |
JT9NZJ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Foot Locker Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
27.50 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
9/12/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.58 |
| Parity: |
-0.36 |
| Time value: |
0.25 |
| Break-even: |
28.62 |
| Moneyness: |
0.86 |
| Premium: |
0.27 |
| Premium p.a.: |
0.99 |
| Spread abs.: |
0.01 |
| Spread %: |
4.17% |
| Delta: |
0.45 |
| Theta: |
-0.02 |
| Omega: |
4.06 |
| Rho: |
0.03 |
Quote data
| Open: |
0.230 |
| High: |
0.230 |
| Low: |
0.230 |
| Previous Close: |
0.260 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.86% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.260 |
| 1M High / 1M Low: |
0.290 |
0.200 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.282 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.253 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
