JP Morgan Call 235 CEG 17.01.2025
/ DE000JT5Y354
JP Morgan Call 235 CEG 17.01.2025/ DE000JT5Y354 /
| 1/9/2025 11:33:40 AM |
Chg.-1.03 |
Bid4:20:23 PM |
Ask4:20:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.27EUR |
-44.78% |
1.33
Bid Size: 3,000 |
1.39
Ask Size: 3,000 |
Constellation Energy... |
235.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
JT5Y35 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Constellation Energy Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
235.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
8/2/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.22 |
| Intrinsic value: |
0.86 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.51 |
| Parity: |
0.86 |
| Time value: |
0.23 |
| Break-even: |
238.72 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.01 |
| Spread %: |
0.90% |
| Delta: |
0.75 |
| Theta: |
-0.29 |
| Omega: |
16.30 |
| Rho: |
0.04 |
Quote data
| Open: |
1.27 |
| High: |
1.27 |
| Low: |
1.27 |
| Previous Close: |
2.30 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+149.02% |
| 1 Month |
|
|
-47.30% |
| 3 Months |
|
|
-76.53% |
| YTD |
|
|
+139.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.75 |
0.51 |
| 1M High / 1M Low: |
2.75 |
0.51 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/7/2025 |
2.75 |
| Low (YTD): |
1/2/2025 |
0.51 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.96 |
| Avg. volume 1W: |
|
905.60 |
| Avg. price 1M: |
|
1.46 |
| Avg. volume 1M: |
|
251.56 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
970.99% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |