JP Morgan Call 80 CPA 17.01.2025
/ DE000JL1F5L2
JP Morgan Call 80 CPA 17.01.2025/ DE000JL1F5L2 /
| 2024-06-10 10:07:43 AM |
Chg.- |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.54EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
COLGATE-PALMOLIVE ... |
80.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
JL1F5L |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
COLGATE-PALMOLIVE DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-04-06 |
| Last trading day: |
2024-06-11 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.22 |
| Intrinsic value: |
1.03 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.13 |
| Parity: |
1.03 |
| Time value: |
0.53 |
| Break-even: |
95.60 |
| Moneyness: |
1.13 |
| Premium: |
0.06 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
1.30% |
| Delta: |
0.76 |
| Theta: |
-0.02 |
| Omega: |
4.39 |
| Rho: |
0.31 |
Quote data
| Open: |
1.54 |
| High: |
1.54 |
| Low: |
1.54 |
| Previous Close: |
1.54 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-4.35% |
| 3 Months |
|
|
+32.76% |
| YTD |
|
|
+116.90% |
| 1 Year |
|
|
+87.80% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.65 |
1.29 |
| 6M High / 6M Low: |
1.68 |
0.63 |
| High (YTD): |
2024-05-13 |
1.68 |
| Low (YTD): |
2024-01-24 |
0.75 |
| 52W High: |
2024-05-13 |
1.68 |
| 52W Low: |
2023-10-11 |
0.39 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.49 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.12 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.86 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
76.06% |
| Volatility 6M: |
|
68.32% |
| Volatility 1Y: |
|
81.27% |
| Volatility 3Y: |
|
- |
