JP Morgan Call 335 AXP 15.01.2027
/ DE000JF0EJ59
JP Morgan Call 335 AXP 15.01.2027/ DE000JF0EJ59 /
| 27/12/2024 11:11:52 |
Chg.+0.07 |
Bid17:55:42 |
Ask17:55:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.43EUR |
+1.61% |
4.24
Bid Size: 25,000 |
4.44
Ask Size: 25,000 |
American Express Com... |
335.00 USD |
15/01/2027 |
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: |
15/01/2027 |
| Issue date: |
19/12/2024 |
| Last trading day: |
14/01/2027 |
| 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: |
0.31 |
| Historic volatility: |
0.23 |
| Parity: |
-2.98 |
| Time value: |
4.75 |
| Break-even: |
368.94 |
| Moneyness: |
0.91 |
| Premium: |
0.26 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.50 |
| Spread %: |
11.76% |
| Delta: |
0.56 |
| Theta: |
-0.04 |
| Omega: |
3.41 |
| Rho: |
2.35 |
Quote data
| Open: |
4.43 |
| High: |
4.43 |
| Low: |
4.43 |
| Previous Close: |
4.36 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.88% |
| 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: |
|
4.13 |
| 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: |
|
- |
