JP Morgan Call 295 AXP 17.01.2025
/ DE000JT98JA1
JP Morgan Call 295 AXP 17.01.2025/ DE000JT98JA1 /
| 15/10/2024 16:24:18 |
Chg.+0.040 |
Bid19:02:07 |
Ask19:02:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
+4.71% |
0.970
Bid Size: 25,000 |
1.000
Ask Size: 25,000 |
American Express Com... |
295.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
JT98JA |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
American Express Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
295.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
03/09/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
29.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.21 |
| Parity: |
-1.69 |
| Time value: |
0.85 |
| Break-even: |
278.94 |
| Moneyness: |
0.94 |
| Premium: |
0.10 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.09 |
| Spread %: |
12.05% |
| Delta: |
0.37 |
| Theta: |
-0.08 |
| Omega: |
11.06 |
| Rho: |
0.22 |
Quote data
| Open: |
0.940 |
| High: |
0.940 |
| Low: |
0.890 |
| Previous Close: |
0.850 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.35% |
| 1 Month |
|
|
+111.90% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.850 |
0.640 |
| 1M High / 1M Low: |
0.850 |
0.500 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.714 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.656 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
214.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
