JP Morgan Call 400 EG 17.01.2025
/ DE000JT22366
JP Morgan Call 400 EG 17.01.2025/ DE000JT22366 /
| 8/9/2024 8:38:45 AM |
Chg.+0.16 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.37EUR |
+7.24% |
-
Bid Size: - |
-
Ask Size: - |
Everest Group Ltd |
400.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
JT2236 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Everest Group Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
6/25/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.22 |
| Parity: |
-3.25 |
| Time value: |
3.94 |
| Break-even: |
405.83 |
| Moneyness: |
0.91 |
| Premium: |
0.22 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
1.83 |
| Spread %: |
86.96% |
| Delta: |
0.49 |
| Theta: |
-0.17 |
| Omega: |
4.18 |
| Rho: |
0.55 |
Quote data
| Open: |
2.37 |
| High: |
2.37 |
| Low: |
2.37 |
| Previous Close: |
2.21 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.07% |
| 1 Month |
|
|
-21.78% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.37 |
2.21 |
| 1M High / 1M Low: |
4.25 |
2.21 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.29 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.20 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
181.52% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
