JP Morgan Call 270 NSC 20.12.2024
/ DE000JT7J4L8
JP Morgan Call 270 NSC 20.12.2024/ DE000JT7J4L8 /
| 10/15/2024 10:51:24 AM |
Chg.+0.090 |
Bid8:09:14 PM |
Ask8:09:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.500EUR |
+21.95% |
0.550
Bid Size: 30,000 |
0.580
Ask Size: 30,000 |
Norfolk Southern Cor... |
270.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
JT7J4L |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Norfolk Southern Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
270.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
8/22/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
40.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.23 |
| Parity: |
-1.48 |
| Time value: |
0.58 |
| Break-even: |
253.30 |
| Moneyness: |
0.94 |
| Premium: |
0.09 |
| Premium p.a.: |
0.60 |
| Spread abs.: |
0.08 |
| Spread %: |
16.00% |
| Delta: |
0.34 |
| Theta: |
-0.08 |
| Omega: |
13.60 |
| Rho: |
0.13 |
Quote data
| Open: |
0.500 |
| High: |
0.500 |
| Low: |
0.500 |
| Previous Close: |
0.410 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+78.57% |
| 1 Month |
|
|
-32.43% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.280 |
| 1M High / 1M Low: |
0.530 |
0.280 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.325 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.393 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
224.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
