JP Morgan Call 305 AXP 15.01.2027
/ DE000JF0EHZ7
JP Morgan Call 305 AXP 15.01.2027/ DE000JF0EHZ7 /
| 2024-12-23 11:02:39 AM |
Chg.+0.58 |
Bid9:59:57 PM |
Ask9:59:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.61EUR |
+11.53% |
5.48
Bid Size: 2,000 |
5.98
Ask Size: 2,000 |
American Express Com... |
305.00 USD |
2027-01-15 |
Call |
Master data
| WKN: |
JF0EHZ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
American Express Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
305.00 USD |
| Maturity: |
2027-01-15 |
| Issue date: |
2024-12-19 |
| Last trading day: |
2027-01-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.48 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.23 |
| Parity: |
-0.15 |
| Time value: |
5.75 |
| Break-even: |
350.80 |
| Moneyness: |
0.99 |
| Premium: |
0.20 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.48 |
| Spread %: |
9.12% |
| Delta: |
0.63 |
| Theta: |
-0.04 |
| Omega: |
3.22 |
| Rho: |
2.62 |
Quote data
| Open: |
5.61 |
| High: |
5.61 |
| Low: |
5.61 |
| Previous Close: |
5.03 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.27% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.61 |
5.03 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.29 |
| Avg. volume 1W: |
|
0.00 |
| 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: |
|
- |
