JP Morgan Call 60 ADM 17.01.2025
/ DE000JK02E27
JP Morgan Call 60 ADM 17.01.2025/ DE000JK02E27 /
| 2024-07-26 12:20:22 PM |
Chg.+0.080 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
+13.79% |
-
Bid Size: - |
-
Ask Size: - |
Archer Daniels Midla... |
60.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
JK02E2 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Archer Daniels Midland Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-01-26 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.30 |
| Parity: |
0.37 |
| Time value: |
0.30 |
| Break-even: |
61.90 |
| Moneyness: |
1.07 |
| Premium: |
0.05 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.04 |
| Spread %: |
5.88% |
| Delta: |
0.71 |
| Theta: |
-0.01 |
| Omega: |
6.32 |
| Rho: |
0.17 |
Quote data
| Open: |
0.660 |
| High: |
0.660 |
| Low: |
0.660 |
| Previous Close: |
0.580 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.00% |
| 1 Month |
|
|
+26.92% |
| 3 Months |
|
|
+3.13% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.570 |
| 1M High / 1M Low: |
0.800 |
0.510 |
| 6M High / 6M Low: |
0.840 |
0.400 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.642 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.648 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.598 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
154.79% |
| Volatility 6M: |
|
122.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
