JP Morgan Call 60 AINN 17.01.2025
/ DE000JS59YJ5
JP Morgan Call 60 AINN 17.01.2025/ DE000JS59YJ5 /
| 30/05/2024 11:53:14 |
Chg.- |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.74EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
AMER.INTL GRP NEW DL... |
60.00 - |
17/01/2025 |
Call |
Master data
| WKN: |
JS59YJ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AMER.INTL GRP NEW DL 2,50 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 - |
| Maturity: |
17/01/2025 |
| Issue date: |
13/02/2023 |
| Last trading day: |
30/05/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.02 |
| Intrinsic value: |
0.86 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.16 |
| Parity: |
0.86 |
| Time value: |
0.92 |
| Break-even: |
77.80 |
| Moneyness: |
1.14 |
| Premium: |
0.13 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.04 |
| Spread %: |
2.30% |
| Delta: |
0.71 |
| Theta: |
-0.03 |
| Omega: |
2.75 |
| Rho: |
0.18 |
Quote data
| Open: |
1.74 |
| High: |
1.74 |
| Low: |
1.74 |
| Previous Close: |
1.75 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-9.84% |
| 3 Months |
|
|
-1.14% |
| YTD |
|
|
+40.32% |
| 1 Year |
|
|
+117.50% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.05 |
1.74 |
| 6M High / 6M Low: |
2.06 |
1.16 |
| High (YTD): |
08/05/2024 |
2.06 |
| Low (YTD): |
16/01/2024 |
1.16 |
| 52W High: |
08/05/2024 |
2.06 |
| 52W Low: |
23/06/2023 |
0.69 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.87 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.56 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.23 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
63.24% |
| Volatility 6M: |
|
69.11% |
| Volatility 1Y: |
|
70.91% |
| Volatility 3Y: |
|
- |
