JP Morgan Call 470 MSI 16.05.2025
/ DE000JT77MD3
JP Morgan Call 470 MSI 16.05.2025/ DE000JT77MD3 /
29/08/2024 10:23:25 |
Chg.+0.16 |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
2.94EUR |
+5.76% |
- Bid Size: - |
- Ask Size: - |
Motorola Solutions I... |
470.00 USD |
16/05/2025 |
Call |
Master data
WKN: |
JT77MD |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Motorola Solutions Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
470.00 USD |
Maturity: |
16/05/2025 |
Issue date: |
22/08/2024 |
Last trading day: |
15/05/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
11.27 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.20 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.15 |
Parity: |
-3.13 |
Time value: |
3.47 |
Break-even: |
457.19 |
Moneyness: |
0.93 |
Premium: |
0.17 |
Premium p.a.: |
0.24 |
Spread abs.: |
0.50 |
Spread %: |
16.84% |
Delta: |
0.48 |
Theta: |
-0.10 |
Omega: |
5.43 |
Rho: |
1.09 |
Quote data
Open: |
2.94 |
High: |
2.94 |
Low: |
2.94 |
Previous Close: |
2.78 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+16.21% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.78 |
2.53 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.67 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |