JP Morgan Call 15 NDX1 21.03.2025
/ DE000JT7ZG10
JP Morgan Call 15 NDX1 21.03.2025/ DE000JT7ZG10 /
1/24/2025 5:13:15 PM |
Chg.+0.010 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.180EUR |
+5.88% |
- Bid Size: - |
- Ask Size: - |
NORDEX SE O.N. |
15.00 EUR |
3/21/2025 |
Call |
Master data
WKN: |
JT7ZG1 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
NORDEX SE O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
15.00 EUR |
Maturity: |
3/21/2025 |
Issue date: |
8/13/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
17.25 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.91 |
Historic volatility: |
0.40 |
Parity: |
-3.27 |
Time value: |
0.68 |
Break-even: |
15.68 |
Moneyness: |
0.78 |
Premium: |
0.34 |
Premium p.a.: |
5.86 |
Spread abs.: |
0.50 |
Spread %: |
277.78% |
Delta: |
0.31 |
Theta: |
-0.01 |
Omega: |
5.28 |
Rho: |
0.00 |
Quote data
Open: |
0.190 |
High: |
0.220 |
Low: |
0.180 |
Previous Close: |
0.170 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-33.33% |
1 Month |
|
|
-21.74% |
3 Months |
|
|
-87.41% |
YTD |
|
|
+12.50% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.330 |
0.140 |
1M High / 1M Low: |
0.340 |
0.140 |
6M High / 6M Low: |
- |
- |
High (YTD): |
1/15/2025 |
0.340 |
Low (YTD): |
1/22/2025 |
0.140 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.220 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.225 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
375.70% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |