JP Morgan Call 305 AXP/ DE000JF1WTM0 /
| 1/23/2025 9:45:22 AM | Chg.- | Bid10:00:33 PM | Ask10:00:33 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.83EUR | - | - Bid Size: - |
- Ask Size: - |
American Express Com... | 305.00 USD | 1/24/2025 | Call |
Master data
| WKN: | JF1WTM |
|---|---|
| Issuer: | J.P. Morgan Securities Ltd. |
| Currency: | EUR |
| Underlying: | American Express Company |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 305.00 USD |
| Maturity: | 1/24/2025 |
| Issue date: | 1/3/2025 |
| Last trading day: | 1/23/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 15.64 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.66 |
|---|---|
| Intrinsic value: | 1.66 |
| Implied volatility: | 1.47 |
| Historic volatility: | 0.23 |
| Parity: | 1.66 |
| Time value: | 0.32 |
| Break-even: | 312.85 |
| Moneyness: | 1.06 |
| Premium: | 0.01 |
| Premium p.a.: | 42.97 |
| Spread abs.: | 0.15 |
| Spread %: | 8.20% |
| Delta: | 0.78 |
| Theta: | -3.58 |
| Omega: | 12.12 |
| Rho: | 0.01 |
Quote data
| Open: | 1.83 |
|---|---|
| High: | 1.83 |
| Low: | 1.83 |
| Previous Close: | 1.53 |
| Turnover: | 0.00 |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +53.78% | ||
|---|---|---|---|
| 1 Month | - | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 1.83 | 1.19 |
|---|---|---|
| 1M High / 1M Low: | - | - |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.40 | |
| 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: | - |