JP Morgan Call 58 FRA 21.03.2025
/ DE000JT1JSK7
JP Morgan Call 58 FRA 21.03.2025/ DE000JT1JSK7 /
| 1/24/2025 2:10:06 PM |
Chg.+0.030 |
Bid3:20:32 PM |
Ask3:20:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.220EUR |
+15.79% |
0.200
Bid Size: 3,000 |
0.270
Ask Size: 3,000 |
FRAPORT AG FFM.AIRPO... |
58.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
JT1JSK |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
FRAPORT AG FFM.AIRPORT |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
58.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
6/4/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
16.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.26 |
| Parity: |
-0.26 |
| Time value: |
0.34 |
| Break-even: |
61.40 |
| Moneyness: |
0.96 |
| Premium: |
0.11 |
| Premium p.a.: |
0.94 |
| Spread abs.: |
0.15 |
| Spread %: |
78.95% |
| Delta: |
0.46 |
| Theta: |
-0.04 |
| Omega: |
7.46 |
| Rho: |
0.03 |
Quote data
| Open: |
0.190 |
| High: |
0.220 |
| Low: |
0.190 |
| Previous Close: |
0.190 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.00% |
| 1 Month |
|
|
-50.00% |
| 3 Months |
|
|
+100.00% |
| YTD |
|
|
-52.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.200 |
0.170 |
| 1M High / 1M Low: |
0.480 |
0.160 |
| 6M High / 6M Low: |
0.480 |
0.068 |
| High (YTD): |
1/2/2025 |
0.480 |
| Low (YTD): |
1/16/2025 |
0.160 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.190 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.298 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.157 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
247.54% |
| Volatility 6M: |
|
312.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |