JP Morgan Call 35 ARK Innovation ETF 17.01.2025
/ DE000JL2RSS9
JP Morgan Call 35 ARK Innovation .../ DE000JL2RSS9 /
| 06/01/2025 11:29:53 |
Chg.- |
Bid22:00:32 |
Ask22:00:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.66EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
- |
35.00 - |
17/01/2025 |
Call |
Master data
| WKN: |
JL2RSS |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 - |
| Maturity: |
17/01/2025 |
| Issue date: |
28/04/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.22 |
| Intrinsic value: |
2.21 |
| Implied volatility: |
4.79 |
| Historic volatility: |
0.34 |
| Parity: |
2.21 |
| Time value: |
0.45 |
| Break-even: |
61.60 |
| Moneyness: |
1.63 |
| Premium: |
0.08 |
| Premium p.a.: |
29.62 |
| Spread abs.: |
0.12 |
| Spread %: |
4.72% |
| Delta: |
0.85 |
| Theta: |
-0.59 |
| Omega: |
1.83 |
| Rho: |
0.00 |
Quote data
| Open: |
2.66 |
| High: |
2.66 |
| Low: |
2.66 |
| Previous Close: |
2.16 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.15% |
| 1 Month |
|
|
+4.72% |
| 3 Months |
|
|
+141.82% |
| YTD |
|
|
+16.67% |
| 1 Year |
|
|
+58.33% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.66 |
2.16 |
| 1M High / 1M Low: |
2.80 |
2.06 |
| 6M High / 6M Low: |
2.83 |
0.65 |
| High (YTD): |
06/01/2025 |
2.66 |
| Low (YTD): |
02/01/2025 |
2.13 |
| 52W High: |
09/12/2024 |
2.83 |
| 52W Low: |
05/08/2024 |
0.65 |
| Avg. price 1W: |
|
2.41 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.45 |
| Avg. volume 1M: |
|
13.33 |
| Avg. price 6M: |
|
1.44 |
| Avg. volume 6M: |
|
1.64 |
| Avg. price 1Y: |
|
1.38 |
| Avg. volume 1Y: |
|
.81 |
| Volatility 1M: |
|
152.63% |
| Volatility 6M: |
|
154.24% |
| Volatility 1Y: |
|
123.41% |
| Volatility 3Y: |
|
- |