JP Morgan Call 655 PH 17.01.2025
/ DE000JF1SLD4
JP Morgan Call 655 PH 17.01.2025/ DE000JF1SLD4 /
| 2024-12-23 12:54:02 PM |
Chg.+0.27 |
Bid9:59:29 PM |
Ask9:59:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.15EUR |
+14.36% |
1.59
Bid Size: 1,000 |
1.89
Ask Size: 1,000 |
Parker Hannifin Corp |
655.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
JF1SLD |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
655.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-12-20 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
33.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.44 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.24 |
| Parity: |
-0.23 |
| Time value: |
1.89 |
| Break-even: |
648.76 |
| Moneyness: |
1.00 |
| Premium: |
0.03 |
| Premium p.a.: |
0.74 |
| Spread abs.: |
0.30 |
| Spread %: |
18.87% |
| Delta: |
0.51 |
| Theta: |
-0.47 |
| Omega: |
16.78 |
| Rho: |
0.18 |
Quote data
| Open: |
2.15 |
| High: |
2.15 |
| Low: |
2.15 |
| Previous Close: |
1.88 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.36% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.15 |
1.88 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.02 |
| 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: |
|
- |
