JP Morgan Call 7 UAA 17.01.2025
/ DE000JL5ZHY6
JP Morgan Call 7 UAA 17.01.2025/ DE000JL5ZHY6 /
| 2024-09-20 8:44:05 AM |
Chg.+0.07 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.25EUR |
+5.93% |
-
Bid Size: - |
-
Ask Size: - |
Under Armour Inc |
7.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
JL5ZHY |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Under Armour Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
7.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-06-27 |
| Last trading day: |
2025-01-16 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.77 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
0.94 |
| Historic volatility: |
0.40 |
| Parity: |
0.16 |
| Time value: |
1.44 |
| Break-even: |
8.60 |
| Moneyness: |
1.02 |
| Premium: |
0.20 |
| Premium p.a.: |
0.76 |
| Spread abs.: |
0.30 |
| Spread %: |
23.08% |
| Delta: |
0.63 |
| Theta: |
-0.01 |
| Omega: |
2.81 |
| Rho: |
0.01 |
Quote data
| Open: |
1.25 |
| High: |
1.25 |
| Low: |
1.25 |
| Previous Close: |
1.18 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+35.87% |
| 1 Month |
|
|
-24.70% |
| 3 Months |
|
|
+28.87% |
| YTD |
|
|
-55.36% |
| 1 Year |
|
|
-29.38% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.28 |
1.08 |
| 1M High / 1M Low: |
1.82 |
0.63 |
| 6M High / 6M Low: |
1.82 |
0.52 |
| High (YTD): |
2024-02-29 |
2.72 |
| Low (YTD): |
2024-08-05 |
0.52 |
| 52W High: |
2023-12-20 |
3.24 |
| 52W Low: |
2024-08-05 |
0.52 |
| Avg. price 1W: |
|
1.20 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.25 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.97 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.53 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
292.91% |
| Volatility 6M: |
|
225.14% |
| Volatility 1Y: |
|
177.59% |
| Volatility 3Y: |
|
- |
