JP Morgan Call 30 S 21.03.2025
/ DE000JT4EWQ1
JP Morgan Call 30 S 21.03.2025/ DE000JT4EWQ1 /
10/09/2024 09:04:31 |
Chg.-0.020 |
Bid15:58:00 |
Ask15:58:00 |
Underlying |
Strike price |
Expiration date |
Option type |
0.140EUR |
-12.50% |
0.140 Bid Size: 200,000 |
0.150 Ask Size: 200,000 |
SentinelOne Inc |
30.00 USD |
21/03/2025 |
Call |
Master data
WKN: |
JT4EWQ |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
SentinelOne Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
30.00 USD |
Maturity: |
21/03/2025 |
Issue date: |
23/07/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
11.61 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.08 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.65 |
Historic volatility: |
0.46 |
Parity: |
-0.74 |
Time value: |
0.17 |
Break-even: |
28.89 |
Moneyness: |
0.73 |
Premium: |
0.46 |
Premium p.a.: |
1.06 |
Spread abs.: |
0.02 |
Spread %: |
13.33% |
Delta: |
0.34 |
Theta: |
-0.01 |
Omega: |
4.00 |
Rho: |
0.03 |
Quote data
Open: |
0.140 |
High: |
0.140 |
Low: |
0.140 |
Previous Close: |
0.160 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-30.00% |
1 Month |
|
|
-39.13% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.200 |
0.160 |
1M High / 1M Low: |
0.340 |
0.160 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.183 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.255 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
143.38% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |