JP Morgan Call 145 A 21.02.2025
/ DE000JT2FXY4
JP Morgan Call 145 A 21.02.2025/ DE000JT2FXY4 /
| 1/23/2025 10:48:01 AM |
Chg.-0.020 |
Bid3:05:35 PM |
Ask3:05:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.940EUR |
-2.08% |
0.950
Bid Size: 3,000 |
0.980
Ask Size: 3,000 |
Agilent Technologies |
145.00 USD |
2/21/2025 |
Call |
Master data
| WKN: |
JT2FXY |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Agilent Technologies |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 USD |
| Maturity: |
2/21/2025 |
| Issue date: |
6/27/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.88 |
| Intrinsic value: |
0.73 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.24 |
| Parity: |
0.73 |
| Time value: |
0.22 |
| Break-even: |
148.83 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.05 |
| Spread %: |
5.32% |
| Delta: |
0.75 |
| Theta: |
-0.07 |
| Omega: |
11.58 |
| Rho: |
0.08 |
Quote data
| Open: |
0.940 |
| High: |
0.940 |
| Low: |
0.940 |
| Previous Close: |
0.960 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+141.03% |
| 1 Month |
|
|
+261.54% |
| 3 Months |
|
|
+118.60% |
| YTD |
|
|
+327.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.390 |
| 1M High / 1M Low: |
0.960 |
0.160 |
| 6M High / 6M Low: |
1.210 |
0.160 |
| High (YTD): |
1/22/2025 |
0.960 |
| Low (YTD): |
1/10/2025 |
0.160 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.588 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.339 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.659 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
499.62% |
| Volatility 6M: |
|
315.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |