JP Morgan Call 75 BK 17.01.2025
/ DE000JT4PUE7
JP Morgan Call 75 BK 17.01.2025/ DE000JT4PUE7 /
| 9/18/2024 10:02:45 AM |
Chg.0.000 |
Bid6:25:43 PM |
Ask6:25:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
0.00% |
0.240
Bid Size: 100,000 |
0.250
Ask Size: 100,000 |
Bank of New York Mel... |
75.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
JT4PUE |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Bank of New York Mellon Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
7/17/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
25.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.16 |
| Parity: |
-0.38 |
| Time value: |
0.25 |
| Break-even: |
69.93 |
| Moneyness: |
0.94 |
| Premium: |
0.10 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.03 |
| Spread %: |
13.64% |
| Delta: |
0.40 |
| Theta: |
-0.02 |
| Omega: |
10.31 |
| Rho: |
0.08 |
Quote data
| Open: |
0.210 |
| High: |
0.210 |
| Low: |
0.210 |
| Previous Close: |
0.210 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+61.54% |
| 1 Month |
|
|
+162.50% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.210 |
0.130 |
| 1M High / 1M Low: |
0.210 |
0.068 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.166 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.123 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
216.32% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
