JP Morgan Call 14.5 AIXA 21.02.2025
/ DE000JV8XRY2
JP Morgan Call 14.5 AIXA 21.02.20.../ DE000JV8XRY2 /
10/01/2025 17:18:29 |
Chg.-0.010 |
Bid18:18:07 |
Ask18:18:07 |
Underlying |
Strike price |
Expiration date |
Option type |
0.130EUR |
-7.14% |
0.130 Bid Size: 7,500 |
0.160 Ask Size: 7,500 |
AIXTRON SE NA O.N. |
14.50 EUR |
21/02/2025 |
Call |
Master data
WKN: |
JV8XRY |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
AIXTRON SE NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
14.50 EUR |
Maturity: |
21/02/2025 |
Issue date: |
06/12/2024 |
Last trading day: |
20/02/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
7.98 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.14 |
Intrinsic value: |
0.07 |
Implied volatility: |
0.76 |
Historic volatility: |
0.49 |
Parity: |
0.07 |
Time value: |
0.12 |
Break-even: |
16.40 |
Moneyness: |
1.05 |
Premium: |
0.08 |
Premium p.a.: |
0.97 |
Spread abs.: |
0.04 |
Spread %: |
26.67% |
Delta: |
0.62 |
Theta: |
-0.02 |
Omega: |
4.98 |
Rho: |
0.01 |
Quote data
Open: |
0.140 |
High: |
0.150 |
Low: |
0.130 |
Previous Close: |
0.140 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+18.18% |
1 Month |
|
|
-23.53% |
3 Months |
|
|
- |
YTD |
|
|
-13.33% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.190 |
0.110 |
1M High / 1M Low: |
0.190 |
0.094 |
6M High / 6M Low: |
- |
- |
High (YTD): |
07/01/2025 |
0.190 |
Low (YTD): |
03/01/2025 |
0.110 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.148 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.141 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
312.88% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |