JP Morgan Call 270 ADP 15.11.2024
/ DE000JK5YJV2
JP Morgan Call 270 ADP 15.11.2024/ DE000JK5YJV2 /
| 16/10/2024 08:58:05 |
Chg.-0.05 |
Bid15:54:48 |
Ask15:54:48 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.31EUR |
-2.12% |
2.24
Bid Size: 30,000 |
2.26
Ask Size: 30,000 |
Automatic Data Proce... |
270.00 USD |
15/11/2024 |
Call |
Master data
| WKN: |
JK5YJV |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Automatic Data Processing Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
270.00 USD |
| Maturity: |
15/11/2024 |
| Issue date: |
19/03/2024 |
| Last trading day: |
14/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.93 |
| Intrinsic value: |
1.84 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.16 |
| Parity: |
1.84 |
| Time value: |
0.28 |
| Break-even: |
269.31 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.03 |
| Spread %: |
1.32% |
| Delta: |
0.83 |
| Theta: |
-0.11 |
| Omega: |
10.37 |
| Rho: |
0.16 |
Quote data
| Open: |
2.31 |
| High: |
2.31 |
| Low: |
2.31 |
| Previous Close: |
2.36 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.36% |
| 1 Month |
|
|
+36.69% |
| 3 Months |
|
|
+291.53% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.36 |
2.02 |
| 1M High / 1M Low: |
2.36 |
1.35 |
| 6M High / 6M Low: |
2.36 |
0.38 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.18 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.80 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.13 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.86% |
| Volatility 6M: |
|
184.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
