JP Morgan Call 140 PRG 17.01.2025
/ DE000JS56SH7
JP Morgan Call 140 PRG 17.01.2025/ DE000JS56SH7 /
| 5/31/2024 11:37:57 AM |
Chg.+0.06 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.49EUR |
+2.47% |
-
Bid Size: - |
-
Ask Size: - |
PROCTER GAMBLE |
140.00 - |
1/17/2025 |
Call |
Master data
| WKN: |
JS56SH |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
PROCTER GAMBLE |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 - |
| Maturity: |
1/17/2025 |
| Issue date: |
2/10/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.60 |
| Intrinsic value: |
1.17 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.12 |
| Parity: |
1.17 |
| Time value: |
1.56 |
| Break-even: |
167.30 |
| Moneyness: |
1.08 |
| Premium: |
0.10 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.10 |
| Spread %: |
3.80% |
| Delta: |
0.68 |
| Theta: |
-0.05 |
| Omega: |
3.80 |
| Rho: |
0.48 |
Quote data
| Open: |
2.49 |
| High: |
2.49 |
| Low: |
2.49 |
| Previous Close: |
2.43 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.78% |
| 1 Month |
|
|
-0.40% |
| 3 Months |
|
|
+4.18% |
| YTD |
|
|
+62.75% |
| 1 Year |
|
|
+34.59% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.71 |
2.43 |
| 1M High / 1M Low: |
2.97 |
2.43 |
| 6M High / 6M Low: |
2.97 |
1.47 |
| High (YTD): |
5/22/2024 |
2.97 |
| Low (YTD): |
1/2/2024 |
1.58 |
| 52W High: |
5/22/2024 |
2.97 |
| 52W Low: |
12/20/2023 |
1.47 |
| Avg. price 1W: |
|
2.56 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.78 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.23 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.21 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
45.64% |
| Volatility 6M: |
|
70.66% |
| Volatility 1Y: |
|
65.37% |
| Volatility 3Y: |
|
- |
