JP Morgan Call 820 AXON 15.01.2027
/ DE000JF0CML1
JP Morgan Call 820 AXON 15.01.202.../ DE000JF0CML1 /
| 1/24/2025 11:39:24 AM |
Chg.+0.06 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 15.02EUR |
+0.40% |
-
Bid Size: - |
-
Ask Size: - |
Axon Enterprise |
820.00 USD |
1/15/2027 |
Call |
Master data
| WKN: |
JF0CML |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Axon Enterprise |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
820.00 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: |
3.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.69 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.42 |
| Parity: |
-19.98 |
| Time value: |
16.09 |
| Break-even: |
942.28 |
| Moneyness: |
0.74 |
| Premium: |
0.62 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
1.91 |
| Spread %: |
13.43% |
| Delta: |
0.58 |
| Theta: |
-0.16 |
| Omega: |
2.08 |
| Rho: |
3.44 |
Quote data
| Open: |
15.02 |
| High: |
15.02 |
| Low: |
15.02 |
| Previous Close: |
14.96 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.55% |
| 1 Month |
|
|
-10.22% |
| 3 Months |
|
|
- |
| YTD |
|
|
+0.07% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
15.02 |
14.08 |
| 1M High / 1M Low: |
15.68 |
12.84 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/24/2025 |
15.02 |
| Low (YTD): |
1/7/2025 |
12.84 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
14.66 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
14.18 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
62.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |