JP Morgan Call 55 AINN 17.01.2025
/ DE000JS8J0R4
JP Morgan Call 55 AINN 17.01.2025/ DE000JS8J0R4 /
| 2024-05-20 10:21:06 AM |
Chg.- |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.47EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
AMER.INTL GRP NEW DL... |
55.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
JS8J0R |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AMER.INTL GRP NEW DL 2,50 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-03-13 |
| Last trading day: |
2024-05-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.61 |
| Intrinsic value: |
1.48 |
| Implied volatility: |
0.81 |
| Historic volatility: |
0.16 |
| Parity: |
1.48 |
| Time value: |
0.99 |
| Break-even: |
79.70 |
| Moneyness: |
1.27 |
| Premium: |
0.14 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.77 |
| Theta: |
-0.03 |
| Omega: |
2.17 |
| Rho: |
0.18 |
Quote data
| Open: |
2.47 |
| High: |
2.47 |
| Low: |
2.47 |
| Previous Close: |
2.31 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+5.11% |
| 3 Months |
|
|
+27.32% |
| YTD |
|
|
+57.32% |
| 1 Year |
|
|
+197.59% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.48 |
2.31 |
| 6M High / 6M Low: |
2.48 |
1.41 |
| High (YTD): |
2024-05-08 |
2.48 |
| Low (YTD): |
2024-01-17 |
1.47 |
| 52W High: |
2024-05-08 |
2.48 |
| 52W Low: |
2023-06-06 |
0.83 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.41 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.88 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.50 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
47.47% |
| Volatility 6M: |
|
55.18% |
| Volatility 1Y: |
|
65.95% |
| Volatility 3Y: |
|
- |
