JP Morgan Call 335 CRM 17.01.2025/  DE000JT5Y3C2  /

EUWAX
2024-12-20  11:13:41 AM Chg.-0.38 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
1.01EUR -27.34% -
Bid Size: -
-
Ask Size: -
Salesforce Inc 335.00 USD 2025-01-17 Call
 

Master data

WKN: JT5Y3C
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Salesforce Inc
Type: Warrant
Option type: Call
Strike price: 335.00 USD
Maturity: 2025-01-17
Issue date: 2024-08-02
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 20.59
Leverage: Yes

Calculated values

Fair value: 1.69
Intrinsic value: 0.83
Implied volatility: 0.31
Historic volatility: 0.34
Parity: 0.83
Time value: 0.77
Break-even: 337.22
Moneyness: 1.03
Premium: 0.02
Premium p.a.: 0.37
Spread abs.: 0.03
Spread %: 1.91%
Delta: 0.64
Theta: -0.21
Omega: 13.26
Rho: 0.15
 

Quote data

Open: 1.01
High: 1.01
Low: 1.01
Previous Close: 1.39
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -68.44%
1 Month
  -51.67%
3 Months  
+494.12%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.52 1.01
1M High / 1M Low: 4.29 1.01
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.94
Avg. volume 1W:   0.00
Avg. price 1M:   2.30
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   739.73%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -