JP Morgan Call 105 MRK 21.03.2025
/ DE000JV79W12
JP Morgan Call 105 MRK 21.03.2025/ DE000JV79W12 /
| 24/01/2025 09:16:48 |
Chg.+0.022 |
Bid10:29:38 |
Ask10:29:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.120EUR |
+22.45% |
0.120
Bid Size: 25,000 |
0.130
Ask Size: 25,000 |
Merck and Co Inc |
105.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
JV79W1 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Merck and Co Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
04/12/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
71.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.20 |
| Parity: |
-0.80 |
| Time value: |
0.13 |
| Break-even: |
102.11 |
| Moneyness: |
0.92 |
| Premium: |
0.10 |
| Premium p.a.: |
0.87 |
| Spread abs.: |
0.01 |
| Spread %: |
8.33% |
| Delta: |
0.24 |
| Theta: |
-0.03 |
| Omega: |
17.15 |
| Rho: |
0.03 |
Quote data
| Open: |
0.120 |
| High: |
0.120 |
| Low: |
0.120 |
| Previous Close: |
0.098 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-50.00% |
| 1 Month |
|
|
-57.14% |
| 3 Months |
|
|
- |
| YTD |
|
|
-60.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.098 |
| 1M High / 1M Low: |
0.300 |
0.098 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
14/01/2025 |
0.300 |
| Low (YTD): |
23/01/2025 |
0.098 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.156 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.234 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
221.97% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |