JP Morgan Call 240 ADP 17.01.2025
/ DE000JS7XJZ3
JP Morgan Call 240 ADP 17.01.2025/ DE000JS7XJZ3 /
| 1/9/2025 4:16:19 PM |
Chg.+0.24 |
Bid1/9/2025 |
Ask1/9/2025 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.05EUR |
+4.99% |
5.05
Bid Size: 1,000 |
-
Ask Size: - |
Automatic Data Proce... |
240.00 - |
1/17/2025 |
Call |
Master data
| WKN: |
JS7XJZ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Automatic Data Processing Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 - |
| Maturity: |
1/17/2025 |
| Issue date: |
2/10/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.32 |
| Intrinsic value: |
4.30 |
| Implied volatility: |
1.25 |
| Historic volatility: |
0.15 |
| Parity: |
4.30 |
| Time value: |
0.51 |
| Break-even: |
288.10 |
| Moneyness: |
1.18 |
| Premium: |
0.02 |
| Premium p.a.: |
1.25 |
| Spread abs.: |
-0.26 |
| Spread %: |
-5.13% |
| Delta: |
0.84 |
| Theta: |
-0.82 |
| Omega: |
4.93 |
| Rho: |
0.04 |
Quote data
| Open: |
4.95 |
| High: |
5.05 |
| Low: |
4.95 |
| Previous Close: |
4.81 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.90% |
| 1 Month |
|
|
-18.02% |
| 3 Months |
|
|
+9.31% |
| YTD |
|
|
-7.85% |
| 1 Year |
|
|
+95.74% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
5.31 |
4.52 |
| 1M High / 1M Low: |
6.16 |
4.52 |
| 6M High / 6M Low: |
6.58 |
1.59 |
| High (YTD): |
1/2/2025 |
5.31 |
| Low (YTD): |
1/7/2025 |
4.52 |
| 52W High: |
11/14/2024 |
6.58 |
| 52W Low: |
7/11/2024 |
1.59 |
| Avg. price 1W: |
|
4.95 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.40 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.37 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.53 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
87.44% |
| Volatility 6M: |
|
86.43% |
| Volatility 1Y: |
|
87.91% |
| Volatility 3Y: |
|
- |