JP Morgan Call 470 DPZ 17.01.2025
/ DE000JS56RJ5
JP Morgan Call 470 DPZ 17.01.2025/ DE000JS56RJ5 /
2024-12-20 11:30:26 AM |
Chg.-0.012 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.033EUR |
-26.67% |
- Bid Size: - |
- Ask Size: - |
Dominos Pizza Inc |
470.00 - |
2025-01-17 |
Call |
Master data
WKN: |
JS56RJ |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Dominos Pizza Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
470.00 - |
Maturity: |
2025-01-17 |
Issue date: |
2023-02-10 |
Last trading day: |
2025-01-16 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
88.84 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.49 |
Historic volatility: |
0.26 |
Parity: |
-0.61 |
Time value: |
0.05 |
Break-even: |
474.60 |
Moneyness: |
0.87 |
Premium: |
0.16 |
Premium p.a.: |
6.56 |
Spread abs.: |
0.02 |
Spread %: |
76.92% |
Delta: |
0.17 |
Theta: |
-0.26 |
Omega: |
14.90 |
Rho: |
0.05 |
Quote data
Open: |
0.033 |
High: |
0.033 |
Low: |
0.033 |
Previous Close: |
0.045 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-80.59% |
1 Month |
|
|
-74.62% |
3 Months |
|
|
-72.50% |
YTD |
|
|
-90.29% |
1 Year |
|
|
-90.29% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.100 |
0.033 |
1M High / 1M Low: |
0.250 |
0.033 |
6M High / 6M Low: |
0.890 |
0.033 |
High (YTD): |
2024-04-30 |
0.920 |
Low (YTD): |
2024-12-20 |
0.033 |
52W High: |
2024-04-30 |
0.920 |
52W Low: |
2024-12-20 |
0.033 |
Avg. price 1W: |
|
0.068 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.152 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.228 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.404 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
382.17% |
Volatility 6M: |
|
356.06% |
Volatility 1Y: |
|
266.06% |
Volatility 3Y: |
|
- |