JP Morgan Call 460 MSI 17.04.2025
/ DE000JT77LY1
JP Morgan Call 460 MSI 17.04.2025/ DE000JT77LY1 /
| 2024-11-19 10:30:20 AM |
Chg.-0.27 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.35EUR |
-4.80% |
-
Bid Size: - |
-
Ask Size: - |
Motorola Solutions I... |
460.00 USD |
2025-04-17 |
Call |
Master data
| WKN: |
JT77LY |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Motorola Solutions Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
460.00 USD |
| Maturity: |
2025-04-17 |
| Issue date: |
2024-08-22 |
| Last trading day: |
2025-04-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.99 |
| Intrinsic value: |
2.86 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.16 |
| Parity: |
2.86 |
| Time value: |
2.95 |
| Break-even: |
492.28 |
| Moneyness: |
1.07 |
| Premium: |
0.06 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.30 |
| Spread %: |
5.44% |
| Delta: |
0.68 |
| Theta: |
-0.14 |
| Omega: |
5.39 |
| Rho: |
1.04 |
Quote data
| Open: |
5.35 |
| High: |
5.35 |
| Low: |
5.35 |
| Previous Close: |
5.62 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.13% |
| 1 Month |
|
|
+4.49% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.09 |
5.61 |
| 1M High / 1M Low: |
6.72 |
3.26 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.87 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.79 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
169.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
