JP Morgan Call 300 HII 21.03.2025
/ DE000JT4Q5N5
JP Morgan Call 300 HII 21.03.2025/ DE000JT4Q5N5 /
9/16/2024 12:16:05 PM |
Chg.- |
Bid11:42:49 AM |
Ask11:42:49 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.880EUR |
- |
0.990 Bid Size: 500 |
2.990 Ask Size: 500 |
Huntington Ingalls I... |
300.00 USD |
3/21/2025 |
Call |
Master data
WKN: |
JT4Q5N |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Huntington Ingalls Industries Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
300.00 USD |
Maturity: |
3/21/2025 |
Issue date: |
7/22/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.02 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.53 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.59 |
Historic volatility: |
0.21 |
Parity: |
-3.13 |
Time value: |
2.97 |
Break-even: |
299.26 |
Moneyness: |
0.88 |
Premium: |
0.26 |
Premium p.a.: |
0.57 |
Spread abs.: |
2.00 |
Spread %: |
206.19% |
Delta: |
0.48 |
Theta: |
-0.12 |
Omega: |
3.87 |
Rho: |
0.43 |
Quote data
Open: |
0.880 |
High: |
0.880 |
Low: |
0.880 |
Previous Close: |
0.800 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-18.52% |
1 Month |
|
|
-26.67% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.080 |
0.800 |
1M High / 1M Low: |
1.630 |
0.800 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.888 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.228 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
168.05% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |