JP Morgan Call 220 AP3 17.01.2025
/ DE000JK3RP61
JP Morgan Call 220 AP3 17.01.2025/ DE000JK3RP61 /
| 2024-06-12 10:56:24 AM |
Chg.-0.04 |
Bid9:06:45 PM |
Ask9:06:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.26EUR |
-0.63% |
6.40
Bid Size: 20,000 |
6.45
Ask Size: 20,000 |
AIR PROD. CHEM. ... |
220.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
JK3RP6 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AIR PROD. CHEM. DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-02-08 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.01 |
| Intrinsic value: |
4.15 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.25 |
| Parity: |
4.15 |
| Time value: |
2.30 |
| Break-even: |
284.50 |
| Moneyness: |
1.19 |
| Premium: |
0.09 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.20 |
| Spread %: |
3.20% |
| Delta: |
0.76 |
| Theta: |
-0.09 |
| Omega: |
3.06 |
| Rho: |
0.80 |
Quote data
| Open: |
6.26 |
| High: |
6.26 |
| Low: |
6.26 |
| Previous Close: |
6.30 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.89% |
| 1 Month |
|
|
+57.29% |
| 3 Months |
|
|
+61.34% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.30 |
5.21 |
| 1M High / 1M Low: |
6.30 |
3.75 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.63 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.85 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.17% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
