JP Morgan Call 380 AP3 17.01.2025
/ DE000JS6WLG3
JP Morgan Call 380 AP3 17.01.2025/ DE000JS6WLG3 /
2024-06-14 11:39:29 AM |
Chg.+0.010 |
Bid1:40:27 PM |
Ask1:40:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.140EUR |
+7.69% |
0.140 Bid Size: 1,000 |
0.340 Ask Size: 1,000 |
AIR PROD. CHEM. ... |
380.00 - |
2025-01-17 |
Call |
Master data
WKN: |
JS6WLG |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
AIR PROD. CHEM. DL 1 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
380.00 - |
Maturity: |
2025-01-17 |
Issue date: |
2023-02-10 |
Last trading day: |
2025-01-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
60.39 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.10 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.35 |
Historic volatility: |
0.25 |
Parity: |
-11.43 |
Time value: |
0.44 |
Break-even: |
384.40 |
Moneyness: |
0.70 |
Premium: |
0.45 |
Premium p.a.: |
0.86 |
Spread abs.: |
0.30 |
Spread %: |
214.29% |
Delta: |
0.14 |
Theta: |
-0.04 |
Omega: |
8.16 |
Rho: |
0.19 |
Quote data
Open: |
0.140 |
High: |
0.140 |
Low: |
0.140 |
Previous Close: |
0.130 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+77.22% |
1 Month |
|
|
+211.11% |
3 Months |
|
|
+53.85% |
YTD |
|
|
-63.16% |
1 Year |
|
|
-87.39% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.140 |
0.079 |
1M High / 1M Low: |
0.140 |
0.039 |
6M High / 6M Low: |
0.380 |
0.039 |
High (YTD): |
2024-01-09 |
0.350 |
Low (YTD): |
2024-05-15 |
0.039 |
52W High: |
2023-07-25 |
1.460 |
52W Low: |
2024-05-15 |
0.039 |
Avg. price 1W: |
|
0.117 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.073 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.129 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.530 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
261.55% |
Volatility 6M: |
|
220.52% |
Volatility 1Y: |
|
193.57% |
Volatility 3Y: |
|
- |