JP Morgan Call 335 AXP 15.01.2027
/ DE000JF0EJ59
JP Morgan Call 335 AXP 15.01.2027/ DE000JF0EJ59 /
| 2024-12-23 11:02:39 AM |
Chg.+0.47 |
Bid9:59:57 PM |
Ask9:59:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.36EUR |
+12.08% |
4.25
Bid Size: 2,000 |
4.75
Ask Size: 2,000 |
American Express Com... |
335.00 USD |
2027-01-15 |
Call |
Master data
| WKN: |
JF0EJ5 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
American Express Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
335.00 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: |
6.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.28 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.23 |
| Parity: |
-3.03 |
| Time value: |
4.75 |
| Break-even: |
369.64 |
| Moneyness: |
0.91 |
| Premium: |
0.27 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.50 |
| Spread %: |
11.76% |
| Delta: |
0.55 |
| Theta: |
-0.04 |
| Omega: |
3.41 |
| Rho: |
2.35 |
Quote data
| Open: |
4.36 |
| High: |
4.36 |
| Low: |
4.36 |
| Previous Close: |
3.89 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.39% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.36 |
3.89 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.10 |
| 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: |
|
- |
