JP Morgan Call 42400 DJI2MN 21.02.2025
/ DE000JF0QUP5
JP Morgan Call 42400 DJI2MN 21.02.../ DE000JF0QUP5 /
| 1/23/2025 12:21:52 PM |
Chg.+0.06 |
Bid1:59:59 PM |
Ask1:59:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.99EUR |
+3.11% |
2.01
Bid Size: 5,000 |
2.06
Ask Size: 5,000 |
Dow Jones Industrial... |
42,400.00 USD |
2/21/2025 |
Call |
Master data
| WKN: |
JF0QUP |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Dow Jones Industrial Average (2 Minute) Price |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42,400.00 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: |
20.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.83 |
| Intrinsic value: |
1.69 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.11 |
| Parity: |
1.69 |
| Time value: |
0.36 |
| Break-even: |
42,788.29 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.10 |
| Spread %: |
5.13% |
| Delta: |
0.79 |
| Theta: |
-13.65 |
| Omega: |
16.43 |
| Rho: |
25.13 |
Quote data
| Open: |
1.99 |
| High: |
1.99 |
| Low: |
1.99 |
| Previous Close: |
1.93 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+54.26% |
| 1 Month |
|
|
+33.56% |
| 3 Months |
|
|
- |
| YTD |
|
|
+56.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.93 |
1.29 |
| 1M High / 1M Low: |
1.93 |
0.76 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/22/2025 |
1.93 |
| Low (YTD): |
1/13/2025 |
0.76 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.52 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.24 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
196.62% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |