JP Morgan Call 280 APD 21.03.2025
/ DE000JT3Z7E0
JP Morgan Call 280 APD 21.03.2025/ DE000JT3Z7E0 /
| 11/8/2024 5:47:53 PM |
Chg.+0.41 |
Bid9:09:40 PM |
Ask9:09:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.99EUR |
+11.45% |
3.99
Bid Size: 20,000 |
4.04
Ask Size: 20,000 |
Air Products and Che... |
280.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
JT3Z7E |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Air Products and Chemicals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
280.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
7/22/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.84 |
| Intrinsic value: |
3.04 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.25 |
| Parity: |
3.04 |
| Time value: |
1.00 |
| Break-even: |
299.76 |
| Moneyness: |
1.12 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.15 |
| Spread %: |
3.86% |
| Delta: |
0.78 |
| Theta: |
-0.07 |
| Omega: |
5.60 |
| Rho: |
0.68 |
Quote data
| Open: |
3.99 |
| High: |
3.99 |
| Low: |
3.99 |
| Previous Close: |
3.58 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.25% |
| 1 Month |
|
|
-5.67% |
| 3 Months |
|
|
+78.13% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.98 |
3.58 |
| 1M High / 1M Low: |
5.68 |
3.58 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.80 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.60 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.77% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
