JP Morgan Call 330 MSF 17.01.2025
/ DE000JS5BEJ8
JP Morgan Call 330 MSF 17.01.2025/ DE000JS5BEJ8 /
| 2024-05-03 9:16:25 AM |
Chg.0.00 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.16EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
MICROSOFT DL-,000... |
330.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
JS5BEJ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
MICROSOFT DL-,00000625 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
330.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2022-12-29 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.54 |
| Intrinsic value: |
4.08 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.19 |
| Parity: |
4.08 |
| Time value: |
4.03 |
| Break-even: |
411.10 |
| Moneyness: |
1.12 |
| Premium: |
0.11 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.02 |
| Spread %: |
0.25% |
| Delta: |
0.71 |
| Theta: |
-0.11 |
| Omega: |
3.27 |
| Rho: |
1.30 |
Quote data
| Open: |
8.16 |
| High: |
8.16 |
| Low: |
8.16 |
| Previous Close: |
8.16 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.70% |
| 1 Month |
|
|
-19.21% |
| 3 Months |
|
|
-12.63% |
| YTD |
|
|
+14.93% |
| 1 Year |
|
|
+106.58% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
9.68 |
8.16 |
| 1M High / 1M Low: |
10.96 |
8.16 |
| 6M High / 6M Low: |
10.96 |
6.17 |
| High (YTD): |
2024-04-12 |
10.96 |
| Low (YTD): |
2024-01-05 |
6.54 |
| 52W High: |
2024-04-12 |
10.96 |
| 52W Low: |
2023-05-04 |
3.93 |
| Avg. price 1W: |
|
8.86 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.66 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
8.60 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
6.83 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
85.33% |
| Volatility 6M: |
|
64.66% |
| Volatility 1Y: |
|
77.19% |
| Volatility 3Y: |
|
- |
