JP Morgan Call 920 4S0 17.01.2025
/ DE000JL73YH5
JP Morgan Call 920 4S0 17.01.2025/ DE000JL73YH5 /
| 2024-12-09 11:02:11 AM |
Chg.- |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.00EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
SERVICENOW INC. DL... |
920.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
JL73YH |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
SERVICENOW INC. DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
920.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-07-20 |
| Last trading day: |
2024-12-10 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.37 |
| Intrinsic value: |
1.35 |
| Implied volatility: |
1.28 |
| Historic volatility: |
0.32 |
| Parity: |
1.35 |
| Time value: |
0.65 |
| Break-even: |
1,120.00 |
| Moneyness: |
1.15 |
| Premium: |
0.06 |
| Premium p.a.: |
1.84 |
| Spread abs.: |
0.07 |
| Spread %: |
3.63% |
| Delta: |
0.73 |
| Theta: |
-2.60 |
| Omega: |
3.83 |
| Rho: |
0.33 |
Quote data
| Open: |
2.00 |
| High: |
2.00 |
| Low: |
2.00 |
| Previous Close: |
2.03 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+31.58% |
| 3 Months |
|
|
+284.62% |
| YTD |
|
|
+376.19% |
| 1 Year |
|
|
+376.19% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.03 |
1.30 |
| 6M High / 6M Low: |
2.03 |
0.19 |
| High (YTD): |
2024-12-06 |
2.03 |
| Low (YTD): |
2024-05-31 |
0.10 |
| 52W High: |
2024-12-06 |
2.03 |
| 52W Low: |
2024-05-31 |
0.10 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.62 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.66 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.54 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
199.70% |
| Volatility 6M: |
|
253.71% |
| Volatility 1Y: |
|
221.82% |
| Volatility 3Y: |
|
- |
