JP Morgan Call 365 CAT 21.02.2025
/ DE000JT27ZJ7
JP Morgan Call 365 CAT 21.02.2025/ DE000JT27ZJ7 /
| 23/01/2025 10:47:09 |
Chg.-0.21 |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.46EUR |
-5.72% |
-
Bid Size: - |
-
Ask Size: - |
Caterpillar Inc |
365.00 USD |
21/02/2025 |
Call |
Master data
| WKN: |
JT27ZJ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Caterpillar Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
365.00 USD |
| Maturity: |
21/02/2025 |
| Issue date: |
27/06/2024 |
| Last trading day: |
20/02/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.34 |
| Intrinsic value: |
3.13 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.25 |
| Parity: |
3.13 |
| Time value: |
0.43 |
| Break-even: |
386.34 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.19 |
| Spread %: |
5.70% |
| Delta: |
0.83 |
| Theta: |
-0.18 |
| Omega: |
8.89 |
| Rho: |
0.22 |
Quote data
| Open: |
3.46 |
| High: |
3.46 |
| Low: |
3.46 |
| Previous Close: |
3.67 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+47.86% |
| 1 Month |
|
|
+87.03% |
| 3 Months |
|
|
-6.23% |
| YTD |
|
|
+135.37% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.67 |
2.34 |
| 1M High / 1M Low: |
3.67 |
0.79 |
| 6M High / 6M Low: |
5.83 |
0.79 |
| High (YTD): |
22/01/2025 |
3.67 |
| Low (YTD): |
13/01/2025 |
0.79 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.98 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.87 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.84 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
370.25% |
| Volatility 6M: |
|
235.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |