JP Morgan Call 42400 DJI2MN 21.02.../  DE000JF0QUP5  /

EUWAX
1/22/2025  12:27:12 PM Chg.+0.35 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
1.93EUR +22.15% -
Bid Size: -
-
Ask Size: -
Dow Jones Industrial... 42,400.00 USD 2/21/2025 Call
 

Master data

WKN: JF0QUP
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Dow Jones Industrial Average (2 Minute) Price
Type: Warrant
Option type: Call
Strike price: 42,400.00 USD
Maturity: 2/21/2025
Issue date: 12/20/2024
Last trading day: 2/20/2025
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: 21.59
Leverage: Yes

Calculated values

Fair value: 1.72
Intrinsic value: 1.56
Implied volatility: 0.19
Historic volatility: 0.11
Parity: 1.56
Time value: 0.40
Break-even: 42,706.51
Moneyness: 1.04
Premium: 0.01
Premium p.a.: 0.12
Spread abs.: 0.10
Spread %: 5.38%
Delta: 0.78
Theta: -13.82
Omega: 16.76
Rho: 25.39
 

Quote data

Open: 1.93
High: 1.93
Low: 1.93
Previous Close: 1.58
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+49.61%
1 Month  
+29.53%
3 Months     -
YTD  
+51.97%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.93 1.29
1M High / 1M Low: 1.93 0.76
6M High / 6M Low: - -
High (YTD): 1/22/2025 1.93
Low (YTD): 1/13/2025 0.76
52W High: - -
52W Low: - -
Avg. price 1W:   1.52
Avg. volume 1W:   0.00
Avg. price 1M:   1.24
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   196.62%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -