JP Morgan Call 355 AXP 15.01.2027
/ DE000JF00A12
JP Morgan Call 355 AXP 15.01.2027/ DE000JF00A12 /
| 2024-12-23 11:01:08 AM |
Chg.+0.43 |
Bid9:59:57 PM |
Ask9:59:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.69EUR |
+13.19% |
3.57
Bid Size: 2,000 |
4.07
Ask Size: 2,000 |
American Express Com... |
355.00 USD |
2027-01-15 |
Call |
Master data
| WKN: |
JF00A1 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
American Express Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
355.00 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: |
7.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.64 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.23 |
| Parity: |
-4.96 |
| Time value: |
4.07 |
| Break-even: |
382.08 |
| Moneyness: |
0.85 |
| Premium: |
0.31 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.50 |
| Spread %: |
14.01% |
| Delta: |
0.50 |
| Theta: |
-0.04 |
| Omega: |
3.60 |
| Rho: |
2.18 |
Quote data
| Open: |
3.69 |
| High: |
3.69 |
| Low: |
3.69 |
| Previous Close: |
3.26 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.53% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.69 |
3.26 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.45 |
| 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: |
|
- |
