JP Morgan Call 370 CAT 15.01.2027
/ DE000JF02WR9
JP Morgan Call 370 CAT 15.01.2027/ DE000JF02WR9 /
| 1/23/2025 11:37:15 AM |
Chg.-0.09 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.34EUR |
-1.07% |
-
Bid Size: - |
-
Ask Size: - |
Caterpillar Inc |
370.00 USD |
1/15/2027 |
Call |
Master data
| WKN: |
JF02WR |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Caterpillar Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
370.00 USD |
| Maturity: |
1/15/2027 |
| Issue date: |
12/19/2024 |
| Last trading day: |
1/14/2027 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.57 |
| Intrinsic value: |
2.65 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.25 |
| Parity: |
2.65 |
| Time value: |
7.22 |
| Break-even: |
454.20 |
| Moneyness: |
1.07 |
| Premium: |
0.19 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
1.50 |
| Spread %: |
17.92% |
| Delta: |
0.69 |
| Theta: |
-0.06 |
| Omega: |
2.68 |
| Rho: |
3.28 |
Quote data
| Open: |
8.34 |
| High: |
8.34 |
| Low: |
8.34 |
| Previous Close: |
8.43 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.47% |
| 1 Month |
|
|
+27.13% |
| 3 Months |
|
|
- |
| YTD |
|
|
+35.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
8.43 |
7.04 |
| 1M High / 1M Low: |
8.43 |
5.51 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/22/2025 |
8.43 |
| Low (YTD): |
1/13/2025 |
5.51 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.66 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.65 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |