JP Morgan Call 50 SCHW 17.01.2025
/ DE000JL2P6M5
JP Morgan Call 50 SCHW 17.01.2025/ DE000JL2P6M5 /
| 2024-05-20 10:23:16 AM |
Chg.- |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.83EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Charles Schwab Corpo... |
50.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
JL2P6M |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Charles Schwab Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-04-27 |
| Last trading day: |
2024-05-24 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.77 |
| Intrinsic value: |
1.62 |
| Implied volatility: |
1.06 |
| Historic volatility: |
0.26 |
| Parity: |
1.62 |
| Time value: |
1.21 |
| Break-even: |
78.30 |
| Moneyness: |
1.32 |
| Premium: |
0.18 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.02 |
| Spread %: |
0.71% |
| Delta: |
0.78 |
| Theta: |
-0.04 |
| Omega: |
1.83 |
| Rho: |
0.15 |
Quote data
| Open: |
2.83 |
| High: |
2.83 |
| Low: |
2.83 |
| Previous Close: |
2.76 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+10.55% |
| 3 Months |
|
|
+46.63% |
| YTD |
|
|
+30.41% |
| 1 Year |
|
|
+100.71% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.85 |
2.50 |
| 6M High / 6M Low: |
2.85 |
1.54 |
| High (YTD): |
2024-05-16 |
2.85 |
| Low (YTD): |
2024-02-07 |
1.54 |
| 52W High: |
2024-05-16 |
2.85 |
| 52W Low: |
2023-10-25 |
0.90 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.67 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.04 |
| Avg. volume 6M: |
|
5.28 |
| Avg. price 1Y: |
|
1.72 |
| Avg. volume 1Y: |
|
2.46 |
| Volatility 1M: |
|
67.74% |
| Volatility 6M: |
|
60.87% |
| Volatility 1Y: |
|
84.70% |
| Volatility 3Y: |
|
- |
