JP Morgan Call 420 MSI 15.08.2025
/ DE000JT7AN44
JP Morgan Call 420 MSI 15.08.2025/ DE000JT7AN44 /
04/10/2024 10:51:28 |
Chg.+0.03 |
Bid22:00:32 |
Ask22:00:32 |
Underlying |
Strike price |
Expiration date |
Option type |
6.61EUR |
+0.46% |
- Bid Size: - |
- Ask Size: - |
Motorola Solutions I... |
420.00 USD |
15/08/2025 |
Call |
Master data
WKN: |
JT7AN4 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Motorola Solutions Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
420.00 USD |
Maturity: |
15/08/2025 |
Issue date: |
22/08/2024 |
Last trading day: |
14/08/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.76 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.54 |
Intrinsic value: |
2.64 |
Implied volatility: |
0.35 |
Historic volatility: |
0.15 |
Parity: |
2.64 |
Time value: |
4.43 |
Break-even: |
451.30 |
Moneyness: |
1.07 |
Premium: |
0.11 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.50 |
Spread %: |
7.61% |
Delta: |
0.68 |
Theta: |
-0.09 |
Omega: |
3.89 |
Rho: |
1.77 |
Quote data
Open: |
6.61 |
High: |
6.61 |
Low: |
6.61 |
Previous Close: |
6.58 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+3.77% |
1 Month |
|
|
+8.72% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.58 |
6.27 |
1M High / 1M Low: |
6.81 |
5.88 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.45 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
6.24 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
56.05% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |