JP Morgan Call 1775 MELI 31.01.2025
/ DE000JF0JH56
JP Morgan Call 1775 MELI 31.01.20.../ DE000JF0JH56 /
| 1/23/2025 10:45:43 AM |
Chg.-0.150 |
Bid3:13:49 PM |
Ask3:13:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
-16.48% |
0.730
Bid Size: 3,000 |
0.790
Ask Size: 3,000 |
MercadoLibre Inc |
1,775.00 USD |
1/31/2025 |
Call |
Master data
| WKN: |
JF0JH5 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
MercadoLibre Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,775.00 USD |
| Maturity: |
1/31/2025 |
| Issue date: |
1/6/2025 |
| Last trading day: |
1/30/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.62 |
| Intrinsic value: |
0.42 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.36 |
| Parity: |
0.42 |
| Time value: |
0.41 |
| Break-even: |
1,788.44 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
1.90 |
| Spread abs.: |
0.08 |
| Spread %: |
10.67% |
| Delta: |
0.63 |
| Theta: |
-3.62 |
| Omega: |
13.26 |
| Rho: |
0.22 |
Quote data
| Open: |
0.760 |
| High: |
0.760 |
| Low: |
0.760 |
| Previous Close: |
0.910 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.21% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.030 |
0.910 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.978 |
| Avg. volume 1W: |
|
0.000 |
| 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: |
|
- |