JP Morgan Call 42000 DJI2MN 21.02.2025
/ DE000JF0QUM2
JP Morgan Call 42000 DJI2MN 21.02.../ DE000JF0QUM2 /
| 1/23/2025 12:21:52 PM |
Chg.+0.07 |
Bid2:12:15 PM |
Ask2:12:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.34EUR |
+3.08% |
2.32
Bid Size: 5,000 |
2.38
Ask Size: 5,000 |
Dow Jones Industrial... |
42,000.00 USD |
2/21/2025 |
Call |
Master data
| WKN: |
JF0QUM |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Dow Jones Industrial Average (2 Minute) Price |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42,000.00 USD |
| Maturity: |
2/21/2025 |
| Issue date: |
12/20/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
1000:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
17.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.19 |
| Intrinsic value: |
2.07 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.11 |
| Parity: |
2.07 |
| Time value: |
0.33 |
| Break-even: |
42,753.96 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.10 |
| Spread %: |
4.35% |
| Delta: |
0.82 |
| Theta: |
-13.42 |
| Omega: |
14.57 |
| Rho: |
25.88 |
Quote data
| Open: |
2.34 |
| High: |
2.34 |
| Low: |
2.34 |
| Previous Close: |
2.27 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+47.17% |
| 1 Month |
|
|
+33.71% |
| 3 Months |
|
|
- |
| YTD |
|
|
+52.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.27 |
1.59 |
| 1M High / 1M Low: |
2.27 |
0.99 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/22/2025 |
2.27 |
| Low (YTD): |
1/13/2025 |
0.99 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.84 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.51 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
172.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |