JP Morgan Call 105 AEP 16.05.2025
/ DE000JV2L4B6
JP Morgan Call 105 AEP 16.05.2025/ DE000JV2L4B6 /
| 09/01/2025 11:16:58 |
Chg.- |
Bid08:20:35 |
Ask08:20:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.120EUR |
- |
0.140
Bid Size: 3,000 |
0.190
Ask Size: 3,000 |
American Electric Po... |
105.00 USD |
16/05/2025 |
Call |
Master data
| WKN: |
JV2L4B |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
American Electric Power Company Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 USD |
| Maturity: |
16/05/2025 |
| Issue date: |
11/10/2024 |
| Last trading day: |
15/05/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
54.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.18 |
| Parity: |
-1.24 |
| Time value: |
0.16 |
| Break-even: |
103.46 |
| Moneyness: |
0.88 |
| Premium: |
0.16 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.05 |
| Spread %: |
41.67% |
| Delta: |
0.23 |
| Theta: |
-0.02 |
| Omega: |
12.51 |
| Rho: |
0.07 |
Quote data
| Open: |
0.120 |
| High: |
0.120 |
| Low: |
0.120 |
| Previous Close: |
0.080 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.69% |
| 1 Month |
|
|
-52.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.150 |
0.077 |
| 1M High / 1M Low: |
0.250 |
0.077 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
06/01/2025 |
0.150 |
| Low (YTD): |
07/01/2025 |
0.077 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.111 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.146 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
302.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |