JP Morgan Call 220 AP3 17.01.2025
/ DE000JK3RP61
JP Morgan Call 220 AP3 17.01.2025/ DE000JK3RP61 /
| 13/06/2024 10:47:56 |
Chg.+0.06 |
Bid13:22:51 |
Ask13:22:51 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.32EUR |
+0.96% |
6.30
Bid Size: 1,000 |
6.45
Ask Size: 1,000 |
AIR PROD. CHEM. ... |
220.00 - |
17/01/2025 |
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: |
17/01/2025 |
| Issue date: |
08/02/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.02 |
| Intrinsic value: |
4.18 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.25 |
| Parity: |
4.18 |
| Time value: |
2.41 |
| Break-even: |
285.90 |
| Moneyness: |
1.19 |
| Premium: |
0.09 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.20 |
| Spread %: |
3.13% |
| Delta: |
0.75 |
| Theta: |
-0.09 |
| Omega: |
2.99 |
| Rho: |
0.78 |
Quote data
| Open: |
6.32 |
| High: |
6.32 |
| Low: |
6.32 |
| Previous Close: |
6.26 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.47% |
| 1 Month |
|
|
+61.64% |
| 3 Months |
|
|
+70.35% |
| 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: |
|
5.82 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.91 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
