JP Morgan Call 305 AXP 31.01.2025
/ DE000JF12FX1
JP Morgan Call 305 AXP 31.01.2025/ DE000JF12FX1 /
| 24/01/2025 10:49:01 |
Chg.+0.10 |
Bid20:36:17 |
Ask20:36:17 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.22EUR |
+4.72% |
1.31
Bid Size: 20,000 |
1.35
Ask Size: 20,000 |
American Express Com... |
305.00 USD |
31/01/2025 |
Call |
Master data
| WKN: |
JF12FX |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
American Express Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
305.00 USD |
| Maturity: |
31/01/2025 |
| Issue date: |
06/01/2025 |
| Last trading day: |
30/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.03 |
| Intrinsic value: |
2.00 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.23 |
| Parity: |
2.00 |
| Time value: |
0.24 |
| Break-even: |
315.29 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.14 |
| Spread %: |
6.85% |
| Delta: |
0.82 |
| Theta: |
-0.45 |
| Omega: |
11.49 |
| Rho: |
0.05 |
Quote data
| Open: |
2.22 |
| High: |
2.22 |
| Low: |
2.22 |
| Previous Close: |
2.12 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+60.87% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.12 |
1.36 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.60 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |