JP Morgan Call 330 AXP 21.03.2025
/ DE000JT9GDX1
JP Morgan Call 330 AXP 21.03.2025/ DE000JT9GDX1 /
| 1/24/2025 10:09:13 AM |
Chg.+0.12 |
Bid8:40:04 PM |
Ask8:40:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.17EUR |
+11.43% |
0.61
Bid Size: 25,000 |
0.64
Ask Size: 25,000 |
American Express Com... |
330.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
JT9GDX |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
American Express Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
330.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
9/11/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
25.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.23 |
| Parity: |
-0.40 |
| Time value: |
1.24 |
| Break-even: |
329.23 |
| Moneyness: |
0.99 |
| Premium: |
0.05 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.10 |
| Spread %: |
8.77% |
| Delta: |
0.49 |
| Theta: |
-0.13 |
| Omega: |
12.40 |
| Rho: |
0.22 |
Quote data
| Open: |
1.17 |
| High: |
1.17 |
| Low: |
1.17 |
| Previous Close: |
1.05 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+62.50% |
| 1 Month |
|
|
+91.80% |
| 3 Months |
|
|
+290.00% |
| YTD |
|
|
+125.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.05 |
0.71 |
| 1M High / 1M Low: |
1.05 |
0.32 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/23/2025 |
1.05 |
| Low (YTD): |
1/13/2025 |
0.32 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.81 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.60 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
343.95% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |