JP Morgan Call 325 ROK 17.01.2025
/ DE000JT5ED93
JP Morgan Call 325 ROK 17.01.2025/ DE000JT5ED93 /
| 8/6/2024 8:32:00 AM |
Chg.+0.140 |
Bid10:52:55 AM |
Ask10:52:55 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
+24.14% |
0.700
Bid Size: 500 |
0.900
Ask Size: 500 |
Rockwell Automation ... |
325.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
JT5ED9 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Rockwell Automation Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
325.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
7/2/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
26.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.28 |
| Parity: |
-7.01 |
| Time value: |
0.87 |
| Break-even: |
305.49 |
| Moneyness: |
0.76 |
| Premium: |
0.35 |
| Premium p.a.: |
0.94 |
| Spread abs.: |
0.20 |
| Spread %: |
29.85% |
| Delta: |
0.25 |
| Theta: |
-0.07 |
| Omega: |
6.42 |
| Rho: |
0.21 |
Quote data
| Open: |
0.720 |
| High: |
0.720 |
| Low: |
0.720 |
| Previous Close: |
0.580 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.43% |
| 1 Month |
|
|
-19.10% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.210 |
0.580 |
| 1M High / 1M Low: |
1.720 |
0.580 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.958 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.063 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
304.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
