JP Morgan Call 480 MSI 17.04.2025
/ DE000JT77M10
JP Morgan Call 480 MSI 17.04.2025/ DE000JT77M10 /
| 9/13/2024 10:37:15 AM |
Chg.+0.06 |
Bid6:02:13 PM |
Ask6:02:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.31EUR |
+2.67% |
2.39
Bid Size: 15,000 |
2.49
Ask Size: 15,000 |
Motorola Solutions I... |
480.00 USD |
4/17/2025 |
Call |
Master data
| WKN: |
JT77M1 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Motorola Solutions Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
480.00 USD |
| Maturity: |
4/17/2025 |
| Issue date: |
8/22/2024 |
| Last trading day: |
4/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.88 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.16 |
| Parity: |
-3.63 |
| Time value: |
2.83 |
| Break-even: |
461.55 |
| Moneyness: |
0.92 |
| Premium: |
0.16 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.50 |
| Spread %: |
21.46% |
| Delta: |
0.44 |
| Theta: |
-0.10 |
| Omega: |
6.20 |
| Rho: |
0.87 |
Quote data
| Open: |
2.31 |
| High: |
2.31 |
| Low: |
2.31 |
| Previous Close: |
2.25 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.48% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.31 |
2.18 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.24 |
| 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: |
|
- |
