JP Morgan Call 95 3QD 17.01.2025
/ DE000JL03R95
JP Morgan Call 95 3QD 17.01.2025/ DE000JL03R95 /
| 7/2/2024 9:29:33 AM |
Chg.- |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.88EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
DATADOG INC. A DL-,... |
95.00 - |
1/17/2025 |
Call |
Master data
| WKN: |
JL03R9 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
DATADOG INC. A DL-,00001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 - |
| Maturity: |
1/17/2025 |
| Issue date: |
4/6/2023 |
| Last trading day: |
7/2/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.29 |
| Intrinsic value: |
2.72 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.45 |
| Parity: |
2.72 |
| Time value: |
1.24 |
| Break-even: |
134.60 |
| Moneyness: |
1.29 |
| Premium: |
0.10 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.08 |
| Spread %: |
2.06% |
| Delta: |
0.78 |
| Theta: |
-0.05 |
| Omega: |
2.41 |
| Rho: |
0.29 |
Quote data
| Open: |
3.88 |
| High: |
3.88 |
| Low: |
3.88 |
| Previous Close: |
3.87 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+66.52% |
| 3 Months |
|
|
-0.77% |
| YTD |
|
|
-1.27% |
| 1 Year |
|
|
+22.40% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
3.88 |
2.33 |
| 6M High / 6M Low: |
5.10 |
2.33 |
| High (YTD): |
2/13/2024 |
5.10 |
| Low (YTD): |
6/10/2024 |
2.33 |
| 52W High: |
2/13/2024 |
5.10 |
| 52W Low: |
11/7/2023 |
1.47 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.07 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.77 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.32 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
90.29% |
| Volatility 6M: |
|
90.54% |
| Volatility 1Y: |
|
128.21% |
| Volatility 3Y: |
|
- |
