JP Morgan Call 90 MS 19.12.2025
/ DE000JK457C6
JP Morgan Call 90 MS 19.12.2025/ DE000JK457C6 /
| 2024-11-15 2:09:51 PM |
Chg.-0.06 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.40EUR |
-1.35% |
-
Bid Size: - |
-
Ask Size: - |
Morgan Stanley |
90.00 USD |
2025-12-19 |
Call |
Master data
| WKN: |
JK457C |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Morgan Stanley |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-03-04 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.52 |
| Intrinsic value: |
4.19 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.25 |
| Parity: |
4.19 |
| Time value: |
0.41 |
| Break-even: |
131.49 |
| Moneyness: |
1.49 |
| Premium: |
0.03 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.06 |
| Spread %: |
1.32% |
| Delta: |
0.93 |
| Theta: |
-0.01 |
| Omega: |
2.59 |
| Rho: |
0.80 |
Quote data
| Open: |
4.39 |
| High: |
4.40 |
| Low: |
4.39 |
| Previous Close: |
4.46 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.37% |
| 1 Month |
|
|
+40.13% |
| 3 Months |
|
|
+155.81% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.46 |
4.37 |
| 1M High / 1M Low: |
4.46 |
2.97 |
| 6M High / 6M Low: |
4.46 |
1.24 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.42 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.53 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.05 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.69% |
| Volatility 6M: |
|
106.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
