JP Morgan Call 70 NDAQ 21.03.2025
/ DE000JT45XP1
JP Morgan Call 70 NDAQ 21.03.2025/ DE000JT45XP1 /
| 10/18/2024 8:56:40 AM |
Chg.+0.010 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
+1.47% |
-
Bid Size: - |
-
Ask Size: - |
Nasdaq Inc |
70.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
JT45XP |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Nasdaq Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
7/23/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.45 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.18 |
| Parity: |
0.45 |
| Time value: |
0.32 |
| Break-even: |
72.11 |
| Moneyness: |
1.07 |
| Premium: |
0.05 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.03 |
| Spread %: |
4.05% |
| Delta: |
0.71 |
| Theta: |
-0.02 |
| Omega: |
6.37 |
| Rho: |
0.17 |
Quote data
| Open: |
0.690 |
| High: |
0.690 |
| Low: |
0.690 |
| Previous Close: |
0.680 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.45% |
| 1 Month |
|
|
+4.55% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.690 |
0.530 |
| 1M High / 1M Low: |
0.720 |
0.500 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.624 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.625 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.80% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
