JP Morgan Call 480 EG 17.01.2025
/ DE000JT4URN4
JP Morgan Call 480 EG 17.01.2025/ DE000JT4URN4 /
| 2024-10-16 10:13:17 AM |
Chg.-0.140 |
Bid3:57:27 PM |
Ask3:57:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
-26.42% |
0.410
Bid Size: 2,000 |
1.410
Ask Size: 2,000 |
Everest Group Ltd |
480.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
JT4URN |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Everest Group Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
480.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-07-17 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.23 |
| Parity: |
-8.45 |
| Time value: |
2.18 |
| Break-even: |
462.82 |
| Moneyness: |
0.81 |
| Premium: |
0.30 |
| Premium p.a.: |
1.78 |
| Spread abs.: |
1.84 |
| Spread %: |
540.54% |
| Delta: |
0.33 |
| Theta: |
-0.24 |
| Omega: |
5.39 |
| Rho: |
0.24 |
Quote data
| Open: |
0.390 |
| High: |
0.390 |
| Low: |
0.390 |
| Previous Close: |
0.530 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+44.44% |
| 1 Month |
|
|
-7.14% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.530 |
0.270 |
| 1M High / 1M Low: |
0.670 |
0.230 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.432 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.480 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
484.42% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
