JP Morgan Call 450 HD 17.01.2025
/ DE000JT33FM1
JP Morgan Call 450 HD 17.01.2025/ DE000JT33FM1 /
| 11/6/2024 8:39:03 AM |
Chg.+0.150 |
Bid6:25:28 PM |
Ask6:25:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
+48.39% |
0.150
Bid Size: 15,000 |
0.220
Ask Size: 15,000 |
Home Depot Inc |
450.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
JT33FM |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Home Depot Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
450.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
7/16/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
80.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.18 |
| Parity: |
-4.56 |
| Time value: |
0.46 |
| Break-even: |
416.14 |
| Moneyness: |
0.89 |
| Premium: |
0.14 |
| Premium p.a.: |
0.92 |
| Spread abs.: |
0.14 |
| Spread %: |
42.86% |
| Delta: |
0.20 |
| Theta: |
-0.09 |
| Omega: |
15.68 |
| Rho: |
0.13 |
Quote data
| Open: |
0.460 |
| High: |
0.460 |
| Low: |
0.460 |
| Previous Close: |
0.310 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+84.00% |
| 1 Month |
|
|
-38.67% |
| 3 Months |
|
|
+39.39% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.210 |
| 1M High / 1M Low: |
0.740 |
0.210 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.262 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.467 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
274.26% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
