JP Morgan Call 300 AXP/  DE000JF1WTL2  /

EUWAX
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:   -