JP Morgan Call 155 A 21.03.2025
/ DE000JF09E19
JP Morgan Call 155 A 21.03.2025/ DE000JF09E19 /
| 23/01/2025 15:59:46 |
Chg.-0.160 |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
-26.23% |
-
Bid Size: - |
-
Ask Size: - |
Agilent Technologies |
155.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
JF09E1 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Agilent Technologies |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
23/12/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
22.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.24 |
| Parity: |
-0.23 |
| Time value: |
0.65 |
| Break-even: |
155.43 |
| Moneyness: |
0.98 |
| Premium: |
0.06 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.05 |
| Spread %: |
8.33% |
| Delta: |
0.49 |
| Theta: |
-0.07 |
| Omega: |
11.02 |
| Rho: |
0.10 |
Quote data
| Open: |
0.610 |
| High: |
0.610 |
| Low: |
0.450 |
| Previous Close: |
0.610 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+36.36% |
| 1 Month |
|
|
+164.71% |
| 3 Months |
|
|
- |
| YTD |
|
|
+200.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.330 |
| 1M High / 1M Low: |
0.610 |
0.130 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
22/01/2025 |
0.610 |
| Low (YTD): |
03/01/2025 |
0.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.404 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.249 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
407.64% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |