JP Morgan Call 245 CEG 17.01.2025
/ DE000JT5Y370
JP Morgan Call 245 CEG 17.01.2025/ DE000JT5Y370 /
| 1/9/2025 11:33:41 AM |
Chg.-0.81 |
Bid5:07:07 PM |
Ask5:07:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.70EUR |
-53.64% |
0.75
Bid Size: 3,000 |
0.81
Ask Size: 3,000 |
Constellation Energy... |
245.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
JT5Y37 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Constellation Energy Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
245.00 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: |
40.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.51 |
| Parity: |
-0.11 |
| Time value: |
0.58 |
| Break-even: |
243.37 |
| Moneyness: |
1.00 |
| Premium: |
0.03 |
| Premium p.a.: |
2.74 |
| Spread abs.: |
0.01 |
| Spread %: |
1.69% |
| Delta: |
0.49 |
| Theta: |
-0.40 |
| Omega: |
19.86 |
| Rho: |
0.02 |
Quote data
| Open: |
0.70 |
| High: |
0.70 |
| Low: |
0.70 |
| Previous Close: |
1.51 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+180.00% |
| 1 Month |
|
|
-61.33% |
| 3 Months |
|
|
-85.32% |
| YTD |
|
|
+150.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.79 |
0.25 |
| 1M High / 1M Low: |
1.81 |
0.25 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/7/2025 |
1.79 |
| Low (YTD): |
1/2/2025 |
0.25 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.27 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.98 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,346.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |