JP Morgan Call 325 MSF 17.01.2025
/ DE000JS5BEK6
JP Morgan Call 325 MSF 17.01.2025/ DE000JS5BEK6 /
| 30/05/2024 09:15:51 |
Chg.- |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.60EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
MICROSOFT DL-,000... |
325.00 - |
17/01/2025 |
Call |
Master data
| WKN: |
JS5BEK |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
MICROSOFT DL-,00000625 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
325.00 - |
| Maturity: |
17/01/2025 |
| Issue date: |
29/12/2022 |
| Last trading day: |
06/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.28 |
| Intrinsic value: |
9.58 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.18 |
| Parity: |
9.58 |
| Time value: |
1.00 |
| Break-even: |
430.80 |
| Moneyness: |
1.29 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
0.19% |
| Delta: |
0.92 |
| Theta: |
-0.06 |
| Omega: |
3.67 |
| Rho: |
1.60 |
Quote data
| Open: |
10.60 |
| High: |
10.60 |
| Low: |
10.60 |
| Previous Close: |
10.80 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-2.21% |
| 3 Months |
|
|
-6.61% |
| YTD |
|
|
+42.86% |
| 1 Year |
|
|
+74.06% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
11.04 |
10.60 |
| 6M High / 6M Low: |
11.37 |
6.85 |
| High (YTD): |
12/04/2024 |
11.37 |
| Low (YTD): |
05/01/2024 |
6.85 |
| 52W High: |
12/04/2024 |
11.37 |
| 52W Low: |
27/09/2023 |
4.21 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
10.85 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
9.67 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
7.67 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
26.87% |
| Volatility 6M: |
|
63.98% |
| Volatility 1Y: |
|
71.97% |
| Volatility 3Y: |
|
- |
