JP Morgan Call 270 AXP 18.10.2024
/ DE000JK46XE2
JP Morgan Call 270 AXP 18.10.2024/ DE000JK46XE2 /
| 10/15/2024 12:02:14 PM |
Chg.+0.030 |
Bid4:16:48 PM |
Ask4:16:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.000EUR |
+3.09% |
1.090
Bid Size: 25,000 |
1.120
Ask Size: 25,000 |
American Express Com... |
270.00 USD |
10/18/2024 |
Call |
Master data
| WKN: |
JK46XE |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
American Express Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
270.00 USD |
| Maturity: |
10/18/2024 |
| Issue date: |
3/1/2024 |
| Last trading day: |
10/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
26.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.60 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.21 |
| Parity: |
0.60 |
| Time value: |
0.35 |
| Break-even: |
256.94 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
4.22 |
| Spread abs.: |
0.07 |
| Spread %: |
8.42% |
| Delta: |
0.67 |
| Theta: |
-0.93 |
| Omega: |
17.95 |
| Rho: |
0.01 |
Quote data
| Open: |
1.000 |
| High: |
1.000 |
| Low: |
1.000 |
| Previous Close: |
0.970 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.21% |
| 1 Month |
|
|
+170.27% |
| 3 Months |
|
|
+222.58% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.970 |
0.580 |
| 1M High / 1M Low: |
0.970 |
0.450 |
| 6M High / 6M Low: |
0.970 |
0.130 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.752 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.677 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.400 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
275.92% |
| Volatility 6M: |
|
350.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
