JP Morgan Call 550 CAT 15.01.2027
/ DE000JF3DN44
JP Morgan Call 550 CAT 15.01.2027/ DE000JF3DN44 /
| 24/01/2025 09:57:59 |
Chg.+0.23 |
Bid10:40:29 |
Ask10:40:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.34EUR |
+10.90% |
2.38
Bid Size: 1,000 |
3.88
Ask Size: 1,000 |
Caterpillar Inc |
550.00 USD |
15/01/2027 |
Call |
Master data
| WKN: |
JF3DN4 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Caterpillar Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
550.00 USD |
| Maturity: |
15/01/2027 |
| Issue date: |
15/01/2025 |
| Last trading day: |
14/01/2027 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.25 |
| Parity: |
-13.79 |
| Time value: |
3.74 |
| Break-even: |
565.49 |
| Moneyness: |
0.74 |
| Premium: |
0.45 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
1.44 |
| Spread %: |
62.50% |
| Delta: |
0.38 |
| Theta: |
-0.06 |
| Omega: |
3.95 |
| Rho: |
2.18 |
Quote data
| Open: |
2.34 |
| High: |
2.34 |
| Low: |
2.34 |
| Previous Close: |
2.11 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+32.20% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.14 |
1.77 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.97 |
| Avg. volume 1W: |
|
0.00 |
| 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: |
|
- |