JP Morgan Call 440 CAT 15.01.2027
/ DE000JF0SV16
JP Morgan Call 440 CAT 15.01.2027/ DE000JF0SV16 /
| 24/01/2025 11:41:35 |
Chg.+0.47 |
Bid19:14:34 |
Ask19:14:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.56EUR |
+9.23% |
5.67
Bid Size: 15,000 |
6.17
Ask Size: 15,000 |
Caterpillar Inc |
440.00 USD |
15/01/2027 |
Call |
Master data
| WKN: |
JF0SV1 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Caterpillar Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
440.00 USD |
| Maturity: |
15/01/2027 |
| Issue date: |
19/12/2024 |
| Last trading day: |
14/01/2027 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.25 |
| Parity: |
-3.23 |
| Time value: |
6.85 |
| Break-even: |
490.89 |
| Moneyness: |
0.92 |
| Premium: |
0.26 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
1.44 |
| Spread %: |
26.64% |
| Delta: |
0.57 |
| Theta: |
-0.06 |
| Omega: |
3.26 |
| Rho: |
3.06 |
Quote data
| Open: |
5.56 |
| High: |
5.56 |
| Low: |
5.56 |
| Previous Close: |
5.09 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.36% |
| 1 Month |
|
|
+43.30% |
| 3 Months |
|
|
- |
| YTD |
|
|
+54.87% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
5.17 |
4.40 |
| 1M High / 1M Low: |
5.17 |
3.11 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
22/01/2025 |
5.17 |
| Low (YTD): |
13/01/2025 |
3.11 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.80 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.98 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |