JP Morgan Call 350 CAT 21.02.2025
/ DE000JT27ZG3
JP Morgan Call 350 CAT 21.02.2025/ DE000JT27ZG3 /
| 1/23/2025 10:47:08 AM |
Chg.-0.22 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.75EUR |
-4.43% |
-
Bid Size: - |
-
Ask Size: - |
Caterpillar Inc |
350.00 USD |
2/21/2025 |
Call |
Master data
| WKN: |
JT27ZG |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Caterpillar Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
350.00 USD |
| Maturity: |
2/21/2025 |
| Issue date: |
6/27/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.68 |
| Intrinsic value: |
4.57 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.25 |
| Parity: |
4.57 |
| Time value: |
0.34 |
| Break-even: |
385.38 |
| Moneyness: |
1.14 |
| Premium: |
0.01 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.29 |
| Spread %: |
6.24% |
| Delta: |
0.88 |
| Theta: |
-0.17 |
| Omega: |
6.87 |
| Rho: |
0.23 |
Quote data
| Open: |
4.75 |
| High: |
4.75 |
| Low: |
4.75 |
| Previous Close: |
4.97 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+61.02% |
| 1 Month |
|
|
+74.63% |
| 3 Months |
|
|
-1.66% |
| YTD |
|
|
+106.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.97 |
2.95 |
| 1M High / 1M Low: |
4.97 |
1.41 |
| 6M High / 6M Low: |
7.01 |
1.41 |
| High (YTD): |
1/22/2025 |
4.97 |
| Low (YTD): |
1/13/2025 |
1.41 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.85 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.71 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.70 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
273.08% |
| Volatility 6M: |
|
194.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |