JP Morgan Call 220 AMT 17.01.2025
/ DE000JS6H481
JP Morgan Call 220 AMT 17.01.2025/ DE000JS6H481 /
07/06/2024 12:18:20 |
Chg.+0.030 |
Bid22:00:41 |
Ask22:00:41 |
Underlying |
Strike price |
Expiration date |
Option type |
0.840EUR |
+3.70% |
- Bid Size: - |
- Ask Size: - |
American Tower Corpo... |
220.00 - |
17/01/2025 |
Call |
Master data
WKN: |
JS6H48 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
American Tower Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
220.00 - |
Maturity: |
17/01/2025 |
Issue date: |
10/02/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
23.06 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.30 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.34 |
Historic volatility: |
0.23 |
Parity: |
-4.02 |
Time value: |
0.78 |
Break-even: |
227.80 |
Moneyness: |
0.82 |
Premium: |
0.27 |
Premium p.a.: |
0.47 |
Spread abs.: |
0.10 |
Spread %: |
14.71% |
Delta: |
0.29 |
Theta: |
-0.04 |
Omega: |
6.80 |
Rho: |
0.28 |
Quote data
Open: |
0.840 |
High: |
0.840 |
Low: |
0.840 |
Previous Close: |
0.810 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+40.00% |
1 Month |
|
|
+90.91% |
3 Months |
|
|
-35.88% |
YTD |
|
|
-66.67% |
1 Year |
|
|
-55.79% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.900 |
0.740 |
1M High / 1M Low: |
0.900 |
0.430 |
6M High / 6M Low: |
2.540 |
0.340 |
High (YTD): |
04/01/2024 |
2.540 |
Low (YTD): |
29/04/2024 |
0.340 |
52W High: |
04/01/2024 |
2.540 |
52W Low: |
29/04/2024 |
0.340 |
Avg. price 1W: |
|
0.810 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.607 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.175 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.310 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
230.85% |
Volatility 6M: |
|
157.24% |
Volatility 1Y: |
|
143.13% |
Volatility 3Y: |
|
- |