JP Morgan Call 120 PCAR 16.05.2025
/ DE000JF0S5P1
JP Morgan Call 120 PCAR 16.05.202.../ DE000JF0S5P1 /
| 23/01/2025 16:00:21 |
Chg.-0.010 |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
-2.33% |
-
Bid Size: - |
-
Ask Size: - |
PACCAR Inc |
120.00 USD |
16/05/2025 |
Call |
Master data
| WKN: |
JF0S5P |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
PACCAR Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
16/05/2025 |
| Issue date: |
23/12/2024 |
| Last trading day: |
15/05/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
22.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.24 |
| Parity: |
-0.98 |
| Time value: |
0.46 |
| Break-even: |
119.90 |
| Moneyness: |
0.92 |
| Premium: |
0.14 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
0.04 |
| Spread %: |
9.52% |
| Delta: |
0.37 |
| Theta: |
-0.04 |
| Omega: |
8.51 |
| Rho: |
0.11 |
Quote data
| Open: |
0.420 |
| High: |
0.420 |
| Low: |
0.420 |
| Previous Close: |
0.430 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.64% |
| 1 Month |
|
|
+13.51% |
| 3 Months |
|
|
- |
| YTD |
|
|
+35.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.430 |
| 1M High / 1M Low: |
0.590 |
0.310 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
15/01/2025 |
0.590 |
| Low (YTD): |
02/01/2025 |
0.330 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.458 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.424 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
200.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |