JP Morgan Call 45 DAL 19.12.2025
/ DE000JT411U6
JP Morgan Call 45 DAL 19.12.2025/ DE000JT411U6 /
9/10/2024 11:45:47 AM |
Chg.+0.090 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.710EUR |
+14.52% |
- Bid Size: - |
- Ask Size: - |
Delta Air Lines Inc |
45.00 USD |
12/19/2025 |
Call |
Master data
WKN: |
JT411U |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Delta Air Lines Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
45.00 USD |
Maturity: |
12/19/2025 |
Issue date: |
7/15/2024 |
Last trading day: |
12/18/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.98 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.52 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.36 |
Historic volatility: |
0.28 |
Parity: |
-0.12 |
Time value: |
0.66 |
Break-even: |
47.39 |
Moneyness: |
0.97 |
Premium: |
0.20 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.02 |
Spread %: |
2.82% |
Delta: |
0.59 |
Theta: |
-0.01 |
Omega: |
3.56 |
Rho: |
0.22 |
Quote data
Open: |
0.710 |
High: |
0.710 |
Low: |
0.710 |
Previous Close: |
0.620 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+12.70% |
1 Month |
|
|
+33.96% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.710 |
0.610 |
1M High / 1M Low: |
0.710 |
0.470 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.640 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.563 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
99.89% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |