JP Morgan Call 345 MSF 17.01.2025
/ DE000JS5BEL4
JP Morgan Call 345 MSF 17.01.2025/ DE000JS5BEL4 /
28/05/2024 09:01:27 |
Chg.+0.10 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
9.42EUR |
+1.07% |
- Bid Size: - |
- Ask Size: - |
MICROSOFT DL-,000... |
345.00 - |
17/01/2025 |
Call |
Master data
WKN: |
JS5BEL |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
MICROSOFT DL-,00000625 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
345.00 - |
Maturity: |
17/01/2025 |
Issue date: |
29/12/2022 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.09 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.32 |
Intrinsic value: |
5.10 |
Implied volatility: |
0.54 |
Historic volatility: |
0.19 |
Parity: |
5.10 |
Time value: |
4.58 |
Break-even: |
441.80 |
Moneyness: |
1.15 |
Premium: |
0.12 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.15 |
Spread %: |
1.57% |
Delta: |
0.72 |
Theta: |
-0.14 |
Omega: |
2.96 |
Rho: |
1.21 |
Quote data
Open: |
9.42 |
High: |
9.42 |
Low: |
9.42 |
Previous Close: |
9.32 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.06% |
1 Month |
|
|
+18.94% |
3 Months |
|
|
+18.19% |
YTD |
|
|
+51.94% |
1 Year |
|
|
+78.75% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
9.68 |
9.22 |
1M High / 1M Low: |
9.68 |
7.06 |
6M High / 6M Low: |
9.80 |
5.62 |
High (YTD): |
22/03/2024 |
9.80 |
Low (YTD): |
05/01/2024 |
5.66 |
52W High: |
22/03/2024 |
9.80 |
52W Low: |
27/09/2023 |
3.37 |
Avg. price 1W: |
|
9.37 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
8.37 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
7.90 |
Avg. volume 6M: |
|
.53 |
Avg. price 1Y: |
|
6.31 |
Avg. volume 1Y: |
|
.63 |
Volatility 1M: |
|
66.07% |
Volatility 6M: |
|
71.92% |
Volatility 1Y: |
|
81.51% |
Volatility 3Y: |
|
- |