JP Morgan Call 70 NET 17.01.2025
/ DE000JL1CH01
JP Morgan Call 70 NET 17.01.2025/ DE000JL1CH01 /
| 8/2/2024 10:23:43 AM |
Chg.+0.05 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.56EUR |
+3.31% |
-
Bid Size: - |
-
Ask Size: - |
Cloudflare Inc |
70.00 - |
1/17/2025 |
Call |
Master data
| WKN: |
JL1CH0 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Cloudflare Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 - |
| Maturity: |
1/17/2025 |
| Issue date: |
4/14/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.10 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.74 |
| Historic volatility: |
0.47 |
| Parity: |
0.28 |
| Time value: |
1.33 |
| Break-even: |
86.10 |
| Moneyness: |
1.04 |
| Premium: |
0.18 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.06 |
| Spread %: |
3.87% |
| Delta: |
0.64 |
| Theta: |
-0.04 |
| Omega: |
2.90 |
| Rho: |
0.14 |
Quote data
| Open: |
1.56 |
| High: |
1.56 |
| Low: |
1.56 |
| Previous Close: |
1.51 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.27% |
| 1 Month |
|
|
-25.00% |
| 3 Months |
|
|
-8.77% |
| YTD |
|
|
-39.30% |
| 1 Year |
|
|
-17.02% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.56 |
1.44 |
| 1M High / 1M Low: |
2.20 |
1.37 |
| 6M High / 6M Low: |
4.35 |
0.97 |
| High (YTD): |
2/9/2024 |
4.35 |
| Low (YTD): |
6/4/2024 |
0.97 |
| 52W High: |
2/9/2024 |
4.35 |
| 52W Low: |
6/4/2024 |
0.97 |
| Avg. price 1W: |
|
1.51 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.75 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.36 |
| Avg. volume 6M: |
|
23.81 |
| Avg. price 1Y: |
|
2.10 |
| Avg. volume 1Y: |
|
11.76 |
| Volatility 1M: |
|
115.07% |
| Volatility 6M: |
|
143.89% |
| Volatility 1Y: |
|
130.77% |
| Volatility 3Y: |
|
- |
