JP Morgan Call 70 NET 17.01.2025
/ DE000JL1CH01
JP Morgan Call 70 NET 17.01.2025/ DE000JL1CH01 /
| 10/05/2024 13:49:15 |
Chg.+0.06 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.44EUR |
+4.35% |
-
Bid Size: - |
-
Ask Size: - |
Cloudflare Inc |
70.00 - |
17/01/2025 |
Call |
Master data
| WKN: |
JL1CH0 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Cloudflare Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 - |
| Maturity: |
17/01/2025 |
| Issue date: |
14/04/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.51 |
| Parity: |
-0.32 |
| Time value: |
1.37 |
| Break-even: |
83.70 |
| Moneyness: |
0.95 |
| Premium: |
0.25 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.06 |
| Spread %: |
4.58% |
| Delta: |
0.59 |
| Theta: |
-0.03 |
| Omega: |
2.88 |
| Rho: |
0.18 |
Quote data
| Open: |
1.44 |
| High: |
1.44 |
| Low: |
1.44 |
| Previous Close: |
1.38 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.79% |
| 1 Month |
|
|
-55.00% |
| 3 Months |
|
|
-66.59% |
| YTD |
|
|
-43.97% |
| 1 Year |
|
|
+34.58% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.54 |
1.38 |
| 1M High / 1M Low: |
3.20 |
1.38 |
| 6M High / 6M Low: |
4.35 |
1.38 |
| High (YTD): |
09/02/2024 |
4.35 |
| Low (YTD): |
09/05/2024 |
1.38 |
| 52W High: |
09/02/2024 |
4.35 |
| 52W Low: |
03/11/2023 |
0.98 |
| Avg. price 1W: |
|
1.48 |
| Avg. volume 1W: |
|
400 |
| Avg. price 1M: |
|
2.35 |
| Avg. volume 1M: |
|
100 |
| Avg. price 6M: |
|
2.69 |
| Avg. volume 6M: |
|
16.13 |
| Avg. price 1Y: |
|
2.18 |
| Avg. volume 1Y: |
|
7.84 |
| Volatility 1M: |
|
156.25% |
| Volatility 6M: |
|
138.62% |
| Volatility 1Y: |
|
134.22% |
| Volatility 3Y: |
|
- |
