JP Morgan Call 128 BEI 21.02.2025
/ DE000JF12Q69
JP Morgan Call 128 BEI 21.02.2025/ DE000JF12Q69 /
| 1/10/2025 10:23:16 AM |
Chg.-0.080 |
Bid12:43:09 PM |
Ask12:43:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
-21.05% |
0.310
Bid Size: 25,000 |
0.320
Ask Size: 25,000 |
BEIERSDORF AG O.N. |
128.00 EUR |
2/21/2025 |
Call |
Master data
| WKN: |
JF12Q6 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
BEIERSDORF AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
128.00 EUR |
| Maturity: |
2/21/2025 |
| Issue date: |
1/8/2025 |
| Last trading day: |
2/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
29.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.01 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.16 |
| Parity: |
0.01 |
| Time value: |
0.42 |
| Break-even: |
132.30 |
| Moneyness: |
1.00 |
| Premium: |
0.03 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.06 |
| Spread %: |
16.22% |
| Delta: |
0.54 |
| Theta: |
-0.05 |
| Omega: |
15.98 |
| Rho: |
0.07 |
Quote data
| Open: |
0.300 |
| High: |
0.300 |
| Low: |
0.300 |
| Previous Close: |
0.380 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
- |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |