JP Morgan Call 1775 MELI 21.02.2025
/ DE000JF2E8D5
JP Morgan Call 1775 MELI 21.02.20.../ DE000JF2E8D5 /
| 1/23/2025 11:57:32 AM |
Chg.-0.07 |
Bid4:14:46 PM |
Ask4:14:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.23EUR |
-5.38% |
1.12
Bid Size: 30,000 |
1.14
Ask Size: 30,000 |
MercadoLibre Inc |
1,775.00 USD |
2/21/2025 |
Call |
Master data
| WKN: |
JF2E8D |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
MercadoLibre Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,775.00 USD |
| Maturity: |
2/21/2025 |
| Issue date: |
1/13/2025 |
| Last trading day: |
2/20/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.95 |
| Intrinsic value: |
0.42 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.36 |
| Parity: |
0.42 |
| Time value: |
0.77 |
| Break-even: |
1,824.58 |
| Moneyness: |
1.02 |
| Premium: |
0.04 |
| Premium p.a.: |
0.73 |
| Spread abs.: |
0.07 |
| Spread %: |
5.98% |
| Delta: |
0.60 |
| Theta: |
-1.67 |
| Omega: |
8.84 |
| Rho: |
0.74 |
Quote data
| Open: |
1.23 |
| High: |
1.23 |
| Low: |
1.23 |
| Previous Close: |
1.30 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
- |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| 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: |
|
- |