JP Morgan Call 21 HPE 17.01.2025
/ DE000JT7V976
JP Morgan Call 21 HPE 17.01.2025/ DE000JT7V976 /
| 10/01/2025 10:24:43 |
Chg.-0.15 |
Bid20:46:17 |
Ask20:46:17 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.15EUR |
-11.54% |
0.94
Bid Size: 7,500 |
1.24
Ask Size: 7,500 |
Hewlett Packard Ente... |
21.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
JT7V97 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Hewlett Packard Enterprise Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
21.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
22/08/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.10 |
| Intrinsic value: |
1.00 |
| Implied volatility: |
1.23 |
| Historic volatility: |
0.36 |
| Parity: |
1.00 |
| Time value: |
0.98 |
| Break-even: |
22.37 |
| Moneyness: |
1.05 |
| Premium: |
0.05 |
| Premium p.a.: |
9.32 |
| Spread abs.: |
0.70 |
| Spread %: |
54.69% |
| Delta: |
0.64 |
| Theta: |
-0.10 |
| Omega: |
6.96 |
| Rho: |
0.00 |
Quote data
| Open: |
1.15 |
| High: |
1.15 |
| Low: |
1.15 |
| Previous Close: |
1.30 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.21% |
| 1 Month |
|
|
-50.64% |
| 3 Months |
|
|
-26.75% |
| YTD |
|
|
+21.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.84 |
0.89 |
| 1M High / 1M Low: |
2.33 |
0.59 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
07/01/2025 |
1.84 |
| Low (YTD): |
02/01/2025 |
0.85 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.31 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.25 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
485.79% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |