JP Morgan Call 390 CAT 15.01.2027
/ DE000JF02WU3
JP Morgan Call 390 CAT 15.01.2027/ DE000JF02WU3 /
| 1/23/2025 11:37:15 AM |
Chg.-0.09 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.30EUR |
-1.22% |
-
Bid Size: - |
-
Ask Size: - |
Caterpillar Inc |
390.00 USD |
1/15/2027 |
Call |
Master data
| WKN: |
JF02WU |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Caterpillar Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
390.00 USD |
| Maturity: |
1/15/2027 |
| Issue date: |
12/19/2024 |
| Last trading day: |
1/14/2027 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.58 |
| Intrinsic value: |
0.73 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.25 |
| Parity: |
0.73 |
| Time value: |
7.75 |
| Break-even: |
459.55 |
| Moneyness: |
1.02 |
| Premium: |
0.20 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
1.44 |
| Spread %: |
20.46% |
| Delta: |
0.65 |
| Theta: |
-0.06 |
| Omega: |
2.94 |
| Rho: |
3.26 |
Quote data
| Open: |
7.30 |
| High: |
7.30 |
| Low: |
7.30 |
| Previous Close: |
7.39 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.53% |
| 1 Month |
|
|
+28.52% |
| 3 Months |
|
|
- |
| YTD |
|
|
+37.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
7.39 |
6.43 |
| 1M High / 1M Low: |
7.39 |
4.71 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/22/2025 |
7.39 |
| Low (YTD): |
1/13/2025 |
4.71 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.92 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.84 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.78% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |