JP Morgan Call 182.5 1YD 17.01.2025
/ DE000JT2WCS5
JP Morgan Call 182.5 1YD 17.01.20.../ DE000JT2WCS5 /
| 12/18/2024 8:19:52 AM |
Chg.- |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.47EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
BROADCOM INC. DL... |
182.50 - |
1/17/2025 |
Call |
Master data
| WKN: |
JT2WCS |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
BROADCOM INC. DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
182.50 - |
| Maturity: |
1/17/2025 |
| Issue date: |
6/18/2024 |
| Last trading day: |
12/18/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.03 |
| Intrinsic value: |
4.02 |
| Implied volatility: |
2.74 |
| Historic volatility: |
0.51 |
| Parity: |
4.02 |
| Time value: |
1.45 |
| Break-even: |
237.20 |
| Moneyness: |
1.22 |
| Premium: |
0.07 |
| Premium p.a.: |
25.80 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.76 |
| Theta: |
-1.87 |
| Omega: |
3.11 |
| Rho: |
0.02 |
Quote data
| Open: |
5.47 |
| High: |
5.47 |
| Low: |
5.47 |
| Previous Close: |
6.44 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+543.53% |
| 3 Months |
|
|
+225.60% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
6.44 |
0.61 |
| 6M High / 6M Low: |
6.44 |
0.26 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.17 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.07 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,438.87% |
| Volatility 6M: |
|
509.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |