JP Morgan Call 55 ARK Innovation ETF 17.01.2025
/ DE000JL0TL49
JP Morgan Call 55 ARK Innovation .../ DE000JL0TL49 /
| 1/9/2025 9:08:57 AM |
Chg.+0.020 |
Bid2:56:23 PM |
Ask2:56:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
+5.00% |
0.420
Bid Size: 5,000 |
0.460
Ask Size: 5,000 |
- |
55.00 - |
1/17/2025 |
Call |
Master data
| WKN: |
JL0TL4 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 - |
| Maturity: |
1/17/2025 |
| Issue date: |
4/5/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.93 |
| Historic volatility: |
0.34 |
| Parity: |
0.21 |
| Time value: |
0.22 |
| Break-even: |
59.30 |
| Moneyness: |
1.04 |
| Premium: |
0.04 |
| Premium p.a.: |
4.40 |
| Spread abs.: |
0.02 |
| Spread %: |
4.88% |
| Delta: |
0.64 |
| Theta: |
-0.19 |
| Omega: |
8.47 |
| Rho: |
0.01 |
Quote data
| Open: |
0.420 |
| High: |
0.420 |
| Low: |
0.420 |
| Previous Close: |
0.400 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.25% |
| 1 Month |
|
|
-55.32% |
| 3 Months |
|
|
+740.00% |
| YTD |
|
|
+5.00% |
| 1 Year |
|
|
-38.24% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.730 |
0.290 |
| 1M High / 1M Low: |
0.940 |
0.290 |
| 6M High / 6M Low: |
0.940 |
0.037 |
| High (YTD): |
1/6/2025 |
0.730 |
| Low (YTD): |
1/3/2025 |
0.290 |
| 52W High: |
12/9/2024 |
0.940 |
| 52W Low: |
11/1/2024 |
0.037 |
| Avg. price 1W: |
|
0.484 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.602 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.227 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.300 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
711.46% |
| Volatility 6M: |
|
528.18% |
| Volatility 1Y: |
|
391.85% |
| Volatility 3Y: |
|
- |