JP Morgan Call 75 MDT 17.01.2025
/ DE000JB3GA52
JP Morgan Call 75 MDT 17.01.2025/ DE000JB3GA52 /
| 2024-07-31 1:52:31 PM |
Chg.+0.040 |
Bid6:39:44 PM |
Ask6:39:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
+5.00% |
0.860
Bid Size: 125,000 |
0.870
Ask Size: 125,000 |
Medtronic PLC |
75.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
JB3GA5 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Medtronic PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.54 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.17 |
| Parity: |
0.54 |
| Time value: |
0.32 |
| Break-even: |
77.94 |
| Moneyness: |
1.08 |
| Premium: |
0.04 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
1.18% |
| Delta: |
0.74 |
| Theta: |
-0.02 |
| Omega: |
6.43 |
| Rho: |
0.22 |
Quote data
| Open: |
0.840 |
| High: |
0.840 |
| Low: |
0.840 |
| Previous Close: |
0.800 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.07% |
| 1 Month |
|
|
+15.07% |
| 3 Months |
|
|
-16.00% |
| YTD |
|
|
-35.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.800 |
0.710 |
| 1M High / 1M Low: |
0.890 |
0.590 |
| 6M High / 6M Low: |
1.630 |
0.590 |
| High (YTD): |
2024-02-02 |
1.630 |
| Low (YTD): |
2024-07-16 |
0.590 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.756 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.696 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.066 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
183.32% |
| Volatility 6M: |
|
108.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
