JP Morgan Call 80 HWM 17.01.2025
/ DE000JT12UJ0
JP Morgan Call 80 HWM 17.01.2025/ DE000JT12UJ0 /
| 07/10/2024 08:36:57 |
Chg.+0.14 |
Bid15:55:51 |
Ask15:55:51 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.26EUR |
+6.60% |
2.24
Bid Size: 50,000 |
2.26
Ask Size: 50,000 |
Howmet Aerospace Inc |
80.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
JT12UJ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Howmet Aerospace Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
25/06/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.10 |
| Intrinsic value: |
2.01 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.28 |
| Parity: |
2.01 |
| Time value: |
0.07 |
| Break-even: |
93.71 |
| Moneyness: |
1.28 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.05 |
| Spread %: |
2.24% |
| Delta: |
0.99 |
| Theta: |
-0.01 |
| Omega: |
4.43 |
| Rho: |
0.20 |
Quote data
| Open: |
2.26 |
| High: |
2.26 |
| Low: |
2.26 |
| Previous Close: |
2.12 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.31% |
| 1 Month |
|
|
+36.14% |
| 3 Months |
|
|
+175.61% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.16 |
1.96 |
| 1M High / 1M Low: |
2.16 |
1.50 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.08 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.84 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
60.44% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
