JP Morgan Call 46 CIS 17.01.2025
/ DE000JL2F6R6
JP Morgan Call 46 CIS 17.01.2025/ DE000JL2F6R6 /
03/09/2024 10:53:03 |
Chg.0.000 |
Bid13:10:25 |
Ask13:10:25 |
Underlying |
Strike price |
Expiration date |
Option type |
0.510EUR |
0.00% |
0.500 Bid Size: 15,000 |
0.520 Ask Size: 15,000 |
CISCO SYSTEMS DL-... |
46.00 - |
17/01/2025 |
Call |
Master data
WKN: |
JL2F6R |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
CISCO SYSTEMS DL-,001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
46.00 - |
Maturity: |
17/01/2025 |
Issue date: |
24/04/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.95 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.21 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.45 |
Historic volatility: |
0.18 |
Parity: |
-0.03 |
Time value: |
0.51 |
Break-even: |
51.10 |
Moneyness: |
0.99 |
Premium: |
0.12 |
Premium p.a.: |
0.35 |
Spread abs.: |
0.02 |
Spread %: |
4.08% |
Delta: |
0.56 |
Theta: |
-0.02 |
Omega: |
5.04 |
Rho: |
0.08 |
Quote data
Open: |
0.510 |
High: |
0.510 |
Low: |
0.510 |
Previous Close: |
0.510 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.77% |
1 Month |
|
|
+34.21% |
3 Months |
|
|
+50.00% |
YTD |
|
|
-29.17% |
1 Year |
|
|
-63.83% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.530 |
0.490 |
1M High / 1M Low: |
0.530 |
0.250 |
6M High / 6M Low: |
0.730 |
0.250 |
High (YTD): |
26/01/2024 |
0.870 |
Low (YTD): |
13/08/2024 |
0.250 |
52W High: |
04/09/2023 |
1.420 |
52W Low: |
13/08/2024 |
0.250 |
Avg. price 1W: |
|
0.516 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.416 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.441 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.649 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
222.53% |
Volatility 6M: |
|
152.88% |
Volatility 1Y: |
|
126.85% |
Volatility 3Y: |
|
- |