JP Morgan Call 55 FMC 17.01.2025
/ DE000JT24990
JP Morgan Call 55 FMC 17.01.2025/ DE000JT24990 /
2024-08-16 8:41:00 AM |
Chg.+0.05 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.05EUR |
+5.00% |
- Bid Size: - |
- Ask Size: - |
FMC Corp |
55.00 USD |
2025-01-17 |
Call |
Master data
WKN: |
JT2499 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
FMC Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
55.00 USD |
Maturity: |
2025-01-17 |
Issue date: |
2024-06-25 |
Last trading day: |
2025-01-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.59 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.06 |
Intrinsic value: |
0.74 |
Implied volatility: |
0.38 |
Historic volatility: |
0.41 |
Parity: |
0.74 |
Time value: |
0.28 |
Break-even: |
60.12 |
Moneyness: |
1.15 |
Premium: |
0.05 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.04 |
Spread %: |
3.67% |
Delta: |
0.77 |
Theta: |
-0.02 |
Omega: |
4.33 |
Rho: |
0.14 |
Quote data
Open: |
1.05 |
High: |
1.05 |
Low: |
1.05 |
Previous Close: |
1.00 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+10.53% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.05 |
0.92 |
1M High / 1M Low: |
1.23 |
0.83 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.00 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.00 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
158.05% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |