JP Morgan Call 300 ROK 21.03.2025
/ DE000JT7FNB2
JP Morgan Call 300 ROK 21.03.2025/ DE000JT7FNB2 /
| 2024-11-13 3:24:51 PM |
Chg.+0.20 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.43EUR |
+16.26% |
-
Bid Size: - |
-
Ask Size: - |
Rockwell Automation ... |
300.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
JT7FNB |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Rockwell Automation Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-08-16 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.30 |
| Parity: |
-2.08 |
| Time value: |
1.43 |
| Break-even: |
296.88 |
| Moneyness: |
0.93 |
| Premium: |
0.13 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.15 |
| Spread %: |
11.72% |
| Delta: |
0.41 |
| Theta: |
-0.09 |
| Omega: |
7.57 |
| Rho: |
0.33 |
Quote data
| Open: |
1.43 |
| High: |
1.43 |
| Low: |
1.43 |
| Previous Close: |
1.23 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.18% |
| 1 Month |
|
|
+8.33% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.90 |
1.07 |
| 1M High / 1M Low: |
1.90 |
1.07 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.38 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.35 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
261.04% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
