JP Morgan Call 440 MSI 17.04.2025
/ DE000JT75RV8
JP Morgan Call 440 MSI 17.04.2025/ DE000JT75RV8 /
29/08/2024 10:23:21 |
Chg.+0.19 |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
3.83EUR |
+5.22% |
- Bid Size: - |
- Ask Size: - |
Motorola Solutions I... |
440.00 USD |
17/04/2025 |
Call |
Master data
WKN: |
JT75RV |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Motorola Solutions Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
440.00 USD |
Maturity: |
17/04/2025 |
Issue date: |
22/08/2024 |
Last trading day: |
16/04/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.38 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.13 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.15 |
Parity: |
-0.43 |
Time value: |
4.17 |
Break-even: |
437.22 |
Moneyness: |
0.99 |
Premium: |
0.12 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.30 |
Spread %: |
7.75% |
Delta: |
0.57 |
Theta: |
-0.10 |
Omega: |
5.34 |
Rho: |
1.14 |
Quote data
Open: |
3.83 |
High: |
3.83 |
Low: |
3.83 |
Previous Close: |
3.64 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+14.67% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.64 |
3.34 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.53 |
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: |
|
- |