JP Morgan Call 395 CAT 21.02.2025
/ DE000JT37TF7
JP Morgan Call 395 CAT 21.02.2025/ DE000JT37TF7 /
| 23/01/2025 08:40:30 |
Chg.-0.05 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.41EUR |
-3.42% |
-
Bid Size: - |
-
Ask Size: - |
Caterpillar Inc |
395.00 USD |
21/02/2025 |
Call |
Master data
| WKN: |
JT37TF |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Caterpillar Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
395.00 USD |
| Maturity: |
21/02/2025 |
| Issue date: |
16/07/2024 |
| Last trading day: |
20/02/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
25.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.24 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.25 |
| Parity: |
0.25 |
| Time value: |
1.26 |
| Break-even: |
394.60 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.14 |
| Spread %: |
10.56% |
| Delta: |
0.56 |
| Theta: |
-0.24 |
| Omega: |
14.11 |
| Rho: |
0.16 |
Quote data
| Open: |
1.41 |
| High: |
1.41 |
| Low: |
1.41 |
| Previous Close: |
1.46 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+143.10% |
| 1 Month |
|
|
+93.15% |
| 3 Months |
|
|
-36.77% |
| YTD |
|
|
+187.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.46 |
0.58 |
| 1M High / 1M Low: |
1.46 |
0.21 |
| 6M High / 6M Low: |
3.69 |
0.21 |
| High (YTD): |
22/01/2025 |
1.46 |
| Low (YTD): |
13/01/2025 |
0.21 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.93 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.58 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.53 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
417.01% |
| Volatility 6M: |
|
288.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |