JP Morgan Call 225 AXP 19.07.2024
/ DE000JB75Q59
JP Morgan Call 225 AXP 19.07.2024/ DE000JB75Q59 /
| 16/05/2024 09:56:04 |
Chg.-0.05 |
Bid16:54:44 |
Ask16:54:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.95EUR |
-2.50% |
1.99
Bid Size: 30,000 |
2.02
Ask Size: 30,000 |
American Express Com... |
225.00 USD |
19/07/2024 |
Call |
Master data
| WKN: |
JB75Q5 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
American Express Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
225.00 USD |
| Maturity: |
19/07/2024 |
| Issue date: |
20/12/2023 |
| Last trading day: |
18/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.83 |
| Intrinsic value: |
1.53 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.20 |
| Parity: |
1.53 |
| Time value: |
0.34 |
| Break-even: |
225.38 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.09 |
| Spread %: |
5.15% |
| Delta: |
0.82 |
| Theta: |
-0.06 |
| Omega: |
9.73 |
| Rho: |
0.29 |
Quote data
| Open: |
1.95 |
| High: |
1.95 |
| Low: |
1.95 |
| Previous Close: |
2.00 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.64% |
| 1 Month |
|
|
+95.00% |
| 3 Months |
|
|
+121.59% |
| YTD |
|
|
+572.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.03 |
1.59 |
| 1M High / 1M Low: |
2.06 |
0.76 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
24/04/2024 |
2.06 |
| Low (YTD): |
18/01/2024 |
0.14 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.88 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.57 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
424.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
