JP Morgan Call 430 TSLA 24.01.202.../  DE000JF15FA2  /

EUWAX
1/23/2025  9:41:38 AM Chg.-0.400 Bid6:11:54 PM Ask6:11:54 PM Underlying Strike price Expiration date Option type
0.240EUR -62.50% 0.140
Bid Size: 50,000
0.170
Ask Size: 50,000
Tesla Inc 430.00 USD 1/24/2025 Call
 

Master data

WKN: JF15FA
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Tesla Inc
Type: Warrant
Option type: Call
Strike price: 430.00 USD
Maturity: 1/24/2025
Issue date: 1/3/2025
Last trading day: 1/23/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 115.31
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 1.04
Historic volatility: 0.61
Parity: -1.43
Time value: 0.35
Break-even: 416.61
Moneyness: 0.97
Premium: 0.04
Premium p.a.: 0.00
Spread abs.: 0.02
Spread %: 5.88%
Delta: 0.27
Theta: -3.59
Omega: 30.92
Rho: 0.00
 

Quote data

Open: 0.240
High: 0.240
Low: 0.240
Previous Close: 0.640
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -83.89%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.700 0.640
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.192
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -