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: |
|
- |
