JP Morgan Call 115 MS 20.06.2025
/ DE000JL9E9S2
JP Morgan Call 115 MS 20.06.2025/ DE000JL9E9S2 /
| 2024-06-13 8:24:11 AM |
Chg.-0.010 |
Bid6:27:50 PM |
Ask6:27:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
-3.03% |
0.310
Bid Size: 100,000 |
0.320
Ask Size: 100,000 |
Morgan Stanley |
115.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
JL9E9S |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Morgan Stanley |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-08-15 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
28.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.22 |
| Parity: |
-1.79 |
| Time value: |
0.31 |
| Break-even: |
109.50 |
| Moneyness: |
0.83 |
| Premium: |
0.24 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.02 |
| Spread %: |
6.25% |
| Delta: |
0.29 |
| Theta: |
-0.01 |
| Omega: |
8.10 |
| Rho: |
0.23 |
Quote data
| Open: |
0.320 |
| High: |
0.320 |
| Low: |
0.320 |
| Previous Close: |
0.330 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.11% |
| 1 Month |
|
|
-37.25% |
| 3 Months |
|
|
+45.45% |
| YTD |
|
|
-27.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.330 |
| 1M High / 1M Low: |
0.570 |
0.330 |
| 6M High / 6M Low: |
0.570 |
0.190 |
| High (YTD): |
2024-05-22 |
0.570 |
| Low (YTD): |
2024-03-07 |
0.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.360 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.456 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.331 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.20% |
| Volatility 6M: |
|
155.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
