JP Morgan Call 70 MDT 17.01.2025
/ DE000JB5T7P0
JP Morgan Call 70 MDT 17.01.2025/ DE000JB5T7P0 /
| 2024-07-31 2:06:07 PM |
Chg.+0.04 |
Bid6:48:53 PM |
Ask6:48:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.18EUR |
+3.51% |
1.20
Bid Size: 100,000 |
1.21
Ask Size: 100,000 |
Medtronic PLC |
70.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
JB5T7P |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Medtronic PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-11-01 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.14 |
| Intrinsic value: |
1.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.17 |
| Parity: |
1.00 |
| Time value: |
0.22 |
| Break-even: |
76.92 |
| Moneyness: |
1.15 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
1.67% |
| Delta: |
0.85 |
| Theta: |
-0.01 |
| Omega: |
5.18 |
| Rho: |
0.24 |
Quote data
| Open: |
1.18 |
| High: |
1.18 |
| Low: |
1.18 |
| Previous Close: |
1.14 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.26% |
| 1 Month |
|
|
+9.26% |
| 3 Months |
|
|
-10.61% |
| YTD |
|
|
-26.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.14 |
1.04 |
| 1M High / 1M Low: |
1.25 |
0.91 |
| 6M High / 6M Low: |
1.99 |
0.91 |
| High (YTD): |
2024-01-31 |
1.99 |
| Low (YTD): |
2024-07-16 |
0.91 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.09 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.03 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.41 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.35% |
| Volatility 6M: |
|
86.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
