JP Morgan Call 45 ARK Innovation ETF 17.01.2025
/ DE000JL0TL15
JP Morgan Call 45 ARK Innovation .../ DE000JL0TL15 /
| 1/9/2025 9:08:54 AM |
Chg.-0.01 |
Bid3:14:33 PM |
Ask3:14:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.36EUR |
-0.73% |
1.36
Bid Size: 2,000 |
-
Ask Size: - |
- |
45.00 - |
1/17/2025 |
Call |
Master data
| WKN: |
JL0TL1 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 - |
| Maturity: |
1/17/2025 |
| Issue date: |
4/5/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.22 |
| Intrinsic value: |
1.21 |
| Implied volatility: |
1.88 |
| Historic volatility: |
0.34 |
| Parity: |
1.21 |
| Time value: |
0.16 |
| Break-even: |
58.70 |
| Moneyness: |
1.27 |
| Premium: |
0.03 |
| Premium p.a.: |
2.39 |
| Spread abs.: |
0.02 |
| Spread %: |
1.48% |
| Delta: |
0.84 |
| Theta: |
-0.24 |
| Omega: |
3.51 |
| Rho: |
0.01 |
Quote data
| Open: |
1.36 |
| High: |
1.36 |
| Low: |
1.36 |
| Previous Close: |
1.37 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.24% |
| 1 Month |
|
|
-26.49% |
| 3 Months |
|
|
+353.33% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
+22.52% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.68 |
1.16 |
| 1M High / 1M Low: |
1.85 |
1.16 |
| 6M High / 6M Low: |
1.85 |
0.21 |
| High (YTD): |
1/6/2025 |
1.68 |
| Low (YTD): |
1/2/2025 |
1.16 |
| 52W High: |
12/9/2024 |
1.85 |
| 52W Low: |
8/8/2024 |
0.21 |
| Avg. price 1W: |
|
1.40 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.52 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.70 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.72 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
235.05% |
| Volatility 6M: |
|
266.29% |
| Volatility 1Y: |
|
207.17% |
| Volatility 3Y: |
|
- |