JP Morgan Call 20 GEN 17.01.2025
/ DE000JL7DND1
JP Morgan Call 20 GEN 17.01.2025/ DE000JL7DND1 /
| 10/06/2024 10:51:03 |
Chg.+0.020 |
Bid22:00:47 |
Ask22:00:47 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
+3.57% |
-
Bid Size: - |
-
Ask Size: - |
Gen Digital Inc |
20.00 - |
17/01/2025 |
Call |
Master data
| WKN: |
JL7DND |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Gen Digital Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 - |
| Maturity: |
17/01/2025 |
| Issue date: |
14/06/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.29 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.30 |
| Parity: |
0.29 |
| Time value: |
0.31 |
| Break-even: |
26.00 |
| Moneyness: |
1.15 |
| Premium: |
0.13 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.02 |
| Spread %: |
3.45% |
| Delta: |
0.72 |
| Theta: |
-0.01 |
| Omega: |
2.74 |
| Rho: |
0.06 |
Quote data
| Open: |
0.580 |
| High: |
0.580 |
| Low: |
0.580 |
| Previous Close: |
0.560 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+61.11% |
| 3 Months |
|
|
+26.09% |
| YTD |
|
|
+9.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.630 |
0.560 |
| 1M High / 1M Low: |
0.640 |
0.490 |
| 6M High / 6M Low: |
0.640 |
0.280 |
| High (YTD): |
23/05/2024 |
0.640 |
| Low (YTD): |
07/05/2024 |
0.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.588 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.590 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.475 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.34% |
| Volatility 6M: |
|
95.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
