JP Morgan Call 450 MSI 17.04.2025
/ DE000JT75RX4
JP Morgan Call 450 MSI 17.04.2025/ DE000JT75RX4 /
| 07/11/2024 10:16:36 |
Chg.+0.01 |
Bid14:07:39 |
Ask14:07:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.05EUR |
+0.20% |
5.11
Bid Size: 1,000 |
5.31
Ask Size: 1,000 |
Motorola Solutions I... |
450.00 USD |
17/04/2025 |
Call |
Master data
| WKN: |
JT75RX |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Motorola Solutions Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
450.00 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: |
8.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.04 |
| Intrinsic value: |
1.78 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.14 |
| Parity: |
1.78 |
| Time value: |
3.46 |
| Break-even: |
471.71 |
| Moneyness: |
1.04 |
| Premium: |
0.08 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.30 |
| Spread %: |
6.07% |
| Delta: |
0.64 |
| Theta: |
-0.14 |
| Omega: |
5.32 |
| Rho: |
1.00 |
Quote data
| Open: |
5.05 |
| High: |
5.05 |
| Low: |
5.05 |
| Previous Close: |
5.04 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+35.39% |
| 1 Month |
|
|
+34.31% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.04 |
3.73 |
| 1M High / 1M Low: |
5.69 |
3.73 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.24 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.76 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
