JP Morgan Call 280 HDI 17.01.2025
/ DE000JL2MQJ3
JP Morgan Call 280 HDI 17.01.2025/ DE000JL2MQJ3 /
27/08/2024 09:02:09 |
Chg.- |
Bid08:01:02 |
Ask08:01:02 |
Underlying |
Strike price |
Expiration date |
Option type |
8.69EUR |
- |
- Bid Size: - |
- Ask Size: - |
HOME DEPOT INC. D... |
280.00 - |
17/01/2025 |
Call |
Master data
WKN: |
JL2MQJ |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
HOME DEPOT INC. DL-,05 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
280.00 - |
Maturity: |
17/01/2025 |
Issue date: |
17/05/2023 |
Last trading day: |
30/08/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.81 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.59 |
Intrinsic value: |
5.13 |
Implied volatility: |
0.74 |
Historic volatility: |
0.18 |
Parity: |
5.13 |
Time value: |
3.56 |
Break-even: |
366.90 |
Moneyness: |
1.18 |
Premium: |
0.11 |
Premium p.a.: |
0.31 |
Spread abs.: |
0.11 |
Spread %: |
1.28% |
Delta: |
0.73 |
Theta: |
-0.19 |
Omega: |
2.80 |
Rho: |
0.60 |
Quote data
Open: |
8.69 |
High: |
8.69 |
Low: |
8.69 |
Previous Close: |
8.88 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
+7.55% |
1 Month |
|
|
+2.84% |
3 Months |
|
|
+54.35% |
YTD |
|
|
+13.89% |
1 Year |
|
|
+23.09% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
8.88 |
8.69 |
1M High / 1M Low: |
8.88 |
6.54 |
6M High / 6M Low: |
11.16 |
4.95 |
High (YTD): |
22/03/2024 |
11.16 |
Low (YTD): |
27/05/2024 |
4.95 |
52W High: |
22/03/2024 |
11.16 |
52W Low: |
27/10/2023 |
3.23 |
Avg. price 1W: |
|
8.78 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
7.68 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
7.48 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
6.95 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
111.76% |
Volatility 6M: |
|
94.16% |
Volatility 1Y: |
|
85.64% |
Volatility 3Y: |
|
- |