JP Morgan Call 300 AXP/ DE000JF1WTL2 /
1/23/2025 9:45:23 AM | Chg.- | Bid10:00:33 PM | Ask10:00:33 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.26EUR | - | - Bid Size: - |
- Ask Size: - |
American Express Com... | 300.00 - | 1/24/2025 | Call |
Master data
WKN: | JF1WTL |
---|---|
Issuer: | J.P. Morgan Securities Ltd. |
Currency: | EUR |
Underlying: | American Express Company |
Type: | Warrant |
Option type: | Call |
Strike price: | 300.00 - |
Maturity: | 1/24/2025 |
Issue date: | 1/3/2025 |
Last trading day: | 1/23/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 12.64 |
Leverage: | Yes |
Calculated values
Fair value: | 2.14 |
---|---|
Intrinsic value: | 2.14 |
Implied volatility: | 1.69 |
Historic volatility: | 0.23 |
Parity: | 2.14 |
Time value: | 0.31 |
Break-even: | 312.74 |
Moneyness: | 1.07 |
Premium: | 0.01 |
Premium p.a.: | 37.94 |
Spread abs.: | 0.20 |
Spread %: | 8.89% |
Delta: | 0.80 |
Theta: | -3.79 |
Omega: | 10.16 |
Rho: | 0.01 |
Quote data
Open: | 2.26 |
---|---|
High: | 2.26 |
Low: | 2.26 |
Previous Close: | 1.93 |
Turnover: | 0.00 |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +47.71% | ||
---|---|---|---|
1 Month | - | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - |
1W High / 1W Low: | 2.26 | 1.53 |
---|---|---|
1M High / 1M Low: | - | - |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.78 | |
Avg. volume 1W: | 0.00 | |
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: | - |