JP Morgan Call 60 FMC 17.01.2025
/ DE000JT249B0
JP Morgan Call 60 FMC 17.01.2025/ DE000JT249B0 /
8/16/2024 8:41:00 AM |
Chg.+0.040 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.780EUR |
+5.41% |
- Bid Size: - |
- Ask Size: - |
FMC Corp |
60.00 USD |
1/17/2025 |
Call |
Master data
WKN: |
JT249B |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
FMC Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
60.00 USD |
Maturity: |
1/17/2025 |
Issue date: |
6/25/2024 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.44 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.79 |
Intrinsic value: |
0.29 |
Implied volatility: |
0.40 |
Historic volatility: |
0.41 |
Parity: |
0.29 |
Time value: |
0.48 |
Break-even: |
62.12 |
Moneyness: |
1.05 |
Premium: |
0.08 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.04 |
Spread %: |
4.94% |
Delta: |
0.65 |
Theta: |
-0.02 |
Omega: |
4.85 |
Rho: |
0.12 |
Quote data
Open: |
0.780 |
High: |
0.780 |
Low: |
0.780 |
Previous Close: |
0.740 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-2.50% |
1 Month |
|
|
+8.33% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.780 |
0.680 |
1M High / 1M Low: |
0.960 |
0.630 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.744 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.763 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
180.25% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |