JP Morgan Call 355 AXP 17.04.2025
/ DE000JV3LJS7
JP Morgan Call 355 AXP 17.04.2025/ DE000JV3LJS7 /
| 1/24/2025 3:49:08 PM |
Chg.-0.320 |
Bid8:39:28 PM |
Ask8:39:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
-50.79% |
0.330
Bid Size: 20,000 |
0.370
Ask Size: 20,000 |
American Express Com... |
355.00 USD |
4/17/2025 |
Call |
Master data
| WKN: |
JV3LJS |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
American Express Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
355.00 USD |
| Maturity: |
4/17/2025 |
| Issue date: |
10/21/2024 |
| Last trading day: |
4/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
42.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.50 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.23 |
| Parity: |
-2.80 |
| Time value: |
0.74 |
| Break-even: |
348.23 |
| Moneyness: |
0.92 |
| Premium: |
0.11 |
| Premium p.a.: |
0.60 |
| Spread abs.: |
0.10 |
| Spread %: |
15.63% |
| Delta: |
0.30 |
| Theta: |
-0.09 |
| Omega: |
12.65 |
| Rho: |
0.20 |
Quote data
| Open: |
0.310 |
| High: |
0.310 |
| Low: |
0.310 |
| Previous Close: |
0.630 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.39% |
| 1 Month |
|
|
-22.50% |
| 3 Months |
|
|
+63.16% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.630 |
0.400 |
| 1M High / 1M Low: |
0.630 |
0.180 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/23/2025 |
0.630 |
| Low (YTD): |
1/13/2025 |
0.180 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.468 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.353 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
351.40% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |