JP Morgan Call 205 AXP 20.09.2024
/ DE000JB2W6J3
JP Morgan Call 205 AXP 20.09.2024/ DE000JB2W6J3 /
| 2024-05-16 10:56:31 AM |
Chg.-0.04 |
Bid2:02:42 PM |
Ask2:02:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.87EUR |
-1.02% |
3.82
Bid Size: 2,000 |
3.92
Ask Size: 2,000 |
American Express Com... |
205.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
JB2W6J |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
American Express Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
205.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-29 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.68 |
| Intrinsic value: |
3.37 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.20 |
| Parity: |
3.37 |
| Time value: |
0.31 |
| Break-even: |
225.10 |
| Moneyness: |
1.18 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.14 |
| Spread %: |
3.89% |
| Delta: |
0.95 |
| Theta: |
-0.03 |
| Omega: |
5.70 |
| Rho: |
0.60 |
Quote data
| Open: |
3.87 |
| High: |
3.87 |
| Low: |
3.87 |
| Previous Close: |
3.91 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.89% |
| 1 Month |
|
|
+61.25% |
| 3 Months |
|
|
+75.91% |
| YTD |
|
|
+279.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.06 |
3.49 |
| 1M High / 1M Low: |
4.06 |
2.12 |
| 6M High / 6M Low: |
4.06 |
0.26 |
| High (YTD): |
2024-05-13 |
4.06 |
| Low (YTD): |
2024-01-16 |
0.66 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.77 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.34 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.87 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
224.60% |
| Volatility 6M: |
|
171.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
