JP Morgan Call 305 AXP 21.03.2025
/ DE000JT4BZJ5
JP Morgan Call 305 AXP 21.03.2025/ DE000JT4BZJ5 /
| 1/24/2025 11:43:50 AM |
Chg.+0.08 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.71EUR |
+3.04% |
-
Bid Size: - |
-
Ask Size: - |
American Express Com... |
305.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
JT4BZJ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
American Express Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
305.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
7/18/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.47 |
| Intrinsic value: |
2.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.23 |
| Parity: |
2.00 |
| Time value: |
0.77 |
| Break-even: |
320.52 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.10 |
| Spread %: |
3.75% |
| Delta: |
0.74 |
| Theta: |
-0.13 |
| Omega: |
8.34 |
| Rho: |
0.31 |
Quote data
| Open: |
2.71 |
| High: |
2.71 |
| Low: |
2.71 |
| Previous Close: |
2.63 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+43.39% |
| 1 Month |
|
|
+84.35% |
| 3 Months |
|
|
+281.69% |
| YTD |
|
|
+97.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.63 |
1.89 |
| 1M High / 1M Low: |
2.63 |
0.89 |
| 6M High / 6M Low: |
2.63 |
0.22 |
| High (YTD): |
1/23/2025 |
2.63 |
| Low (YTD): |
1/13/2025 |
0.89 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.11 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.60 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.99 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
305.08% |
| Volatility 6M: |
|
274.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |