JP Morgan Call 260 ADP 15.11.2024
/ DE000JK5YJU4
JP Morgan Call 260 ADP 15.11.2024/ DE000JK5YJU4 /
2024-10-30 8:59:53 AM |
Chg.- |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.85EUR |
- |
- Bid Size: - |
- Ask Size: - |
Automatic Data Proce... |
260.00 USD |
2024-11-15 |
Call |
Master data
WKN: |
JK5YJU |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Automatic Data Processing Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
260.00 USD |
Maturity: |
2024-11-15 |
Issue date: |
2024-03-19 |
Last trading day: |
2024-11-14 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.84 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.05 |
Intrinsic value: |
3.02 |
Implied volatility: |
0.18 |
Historic volatility: |
0.14 |
Parity: |
3.02 |
Time value: |
0.03 |
Break-even: |
269.95 |
Moneyness: |
1.13 |
Premium: |
0.00 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.03 |
Spread %: |
0.99% |
Delta: |
1.00 |
Theta: |
-0.02 |
Omega: |
8.83 |
Rho: |
0.10 |
Quote data
Open: |
2.85 |
High: |
2.85 |
Low: |
2.85 |
Previous Close: |
2.69 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
-7.77% |
1 Month |
|
|
+46.91% |
3 Months |
|
|
+41.79% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.09 |
2.69 |
1M High / 1M Low: |
3.27 |
1.94 |
6M High / 6M Low: |
3.27 |
0.60 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.89 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.83 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.68 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
94.89% |
Volatility 6M: |
|
161.63% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |