JP Morgan Call 285 AXP 29.11.2024
/ DE000JV5M3U4
JP Morgan Call 285 AXP 29.11.2024/ DE000JV5M3U4 /
| 2024-11-19 9:13:39 AM |
Chg.-0.100 |
Bid6:03:10 PM |
Ask6:03:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
-14.71% |
0.560
Bid Size: 30,000 |
0.590
Ask Size: 30,000 |
American Express Com... |
285.00 USD |
2024-11-29 |
Call |
Master data
| WKN: |
JV5M3U |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
American Express Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
285.00 USD |
| Maturity: |
2024-11-29 |
| Issue date: |
2024-11-04 |
| Last trading day: |
2024-11-28 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
44.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.05 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.22 |
| Parity: |
0.05 |
| Time value: |
0.55 |
| Break-even: |
275.05 |
| Moneyness: |
1.00 |
| Premium: |
0.02 |
| Premium p.a.: |
1.10 |
| Spread abs.: |
0.08 |
| Spread %: |
14.29% |
| Delta: |
0.53 |
| Theta: |
-0.29 |
| Omega: |
23.70 |
| Rho: |
0.04 |
Quote data
| Open: |
0.580 |
| High: |
0.580 |
| Low: |
0.580 |
| Previous Close: |
0.680 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-50.43% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.170 |
0.650 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.828 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
