JP Morgan Call 80 NKE 15.01.2027
/ DE000JF1ATR5
JP Morgan Call 80 NKE 15.01.2027/ DE000JF1ATR5 /
| 1/24/2025 1:53:25 PM |
Chg.+0.04 |
Bid3:53:57 PM |
Ask3:53:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.23EUR |
+3.36% |
1.17
Bid Size: 125,000 |
1.19
Ask Size: 125,000 |
Nike Inc |
80.00 USD |
1/15/2027 |
Call |
Master data
| WKN: |
JF1ATR |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Nike Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 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: |
5.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.30 |
| Parity: |
-0.55 |
| Time value: |
1.22 |
| Break-even: |
89.00 |
| Moneyness: |
0.93 |
| Premium: |
0.25 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.04 |
| Spread %: |
3.25% |
| Delta: |
0.57 |
| Theta: |
-0.01 |
| Omega: |
3.35 |
| Rho: |
0.57 |
Quote data
| Open: |
1.23 |
| High: |
1.23 |
| Low: |
1.23 |
| Previous Close: |
1.19 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.95% |
| 1 Month |
|
|
-13.38% |
| 3 Months |
|
|
- |
| YTD |
|
|
-8.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.19 |
1.05 |
| 1M High / 1M Low: |
1.40 |
1.05 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/2/2025 |
1.36 |
| Low (YTD): |
1/21/2025 |
1.05 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.11 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.17 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.88% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |