JP Morgan Call 4500 S&P 500 Index 20.06.2025
/ DE000JB117W5
JP Morgan Call 4500 S&P 500 Index.../ DE000JB117W5 /
| 11/1/2024 10:57:56 AM |
Chg.- |
Bid9:23:53 PM |
Ask9:23:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 12.78EUR |
- |
12.67
Bid Size: 150,000 |
12.68
Ask Size: 150,000 |
- |
4,500.00 - |
6/20/2025 |
Call |
Master data
| WKN: |
JB117W |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4,500.00 - |
| Maturity: |
6/20/2025 |
| Issue date: |
9/25/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
4.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
13.16 |
| Intrinsic value: |
12.29 |
| Implied volatility: |
- |
| Historic volatility: |
0.12 |
| Parity: |
12.29 |
| Time value: |
0.54 |
| Break-even: |
5,783.00 |
| Moneyness: |
1.27 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.01 |
| Spread %: |
0.08% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
12.78 |
| High: |
12.78 |
| Low: |
12.78 |
| Previous Close: |
13.19 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.86% |
| 1 Month |
|
|
+2.65% |
| 3 Months |
|
|
+22.65% |
| YTD |
|
|
+93.64% |
| 1 Year |
|
|
+198.60% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
13.87 |
12.78 |
| 1M High / 1M Low: |
14.04 |
12.45 |
| 6M High / 6M Low: |
14.04 |
8.73 |
| High (YTD): |
10/17/2024 |
14.04 |
| Low (YTD): |
1/5/2024 |
5.97 |
| 52W High: |
10/17/2024 |
14.04 |
| 52W Low: |
11/10/2023 |
4.24 |
| Avg. price 1W: |
|
13.48 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
13.47 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
11.40 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
9.42 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
35.06% |
| Volatility 6M: |
|
46.90% |
| Volatility 1Y: |
|
45.80% |
| Volatility 3Y: |
|
- |
