JP Morgan Call 12 NDX1 21.03.2025
/ DE000JT12DD9
JP Morgan Call 12 NDX1 21.03.2025/ DE000JT12DD9 /
| 1/10/2025 4:14:27 PM |
Chg.+0.020 |
Bid8:35:16 PM |
Ask8:35:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
+2.38% |
0.890
Bid Size: 1,000 |
1.190
Ask Size: 1,000 |
NORDEX SE O.N. |
12.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
JT12DD |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
6/20/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.75 |
| Historic volatility: |
0.40 |
| Parity: |
-0.81 |
| Time value: |
1.16 |
| Break-even: |
13.16 |
| Moneyness: |
0.93 |
| Premium: |
0.18 |
| Premium p.a.: |
1.33 |
| Spread abs.: |
0.30 |
| Spread %: |
34.88% |
| Delta: |
0.49 |
| Theta: |
-0.01 |
| Omega: |
4.70 |
| Rho: |
0.01 |
Quote data
| Open: |
0.870 |
| High: |
0.950 |
| Low: |
0.860 |
| Previous Close: |
0.840 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.65% |
| 1 Month |
|
|
-13.13% |
| 3 Months |
|
|
-67.05% |
| YTD |
|
|
+2.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.240 |
0.800 |
| 1M High / 1M Low: |
1.240 |
0.800 |
| 6M High / 6M Low: |
4.450 |
0.800 |
| High (YTD): |
1/6/2025 |
1.240 |
| Low (YTD): |
1/8/2025 |
0.800 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.054 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.998 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.484 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
187.71% |
| Volatility 6M: |
|
156.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |