JP Morgan Call 16.5 DBK 21.02.2025
/ DE000JV7ZUU1
JP Morgan Call 16.5 DBK 21.02.202.../ DE000JV7ZUU1 /
| 24/01/2025 14:31:12 |
Chg.+0.13 |
Bid15:27:13 |
Ask15:27:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.73EUR |
+5.00% |
2.76
Bid Size: 10,000 |
2.78
Ask Size: 10,000 |
DEUTSCHE BANK AG NA ... |
16.50 EUR |
21/02/2025 |
Call |
Master data
| WKN: |
JV7ZUU |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
DEUTSCHE BANK AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.50 EUR |
| Maturity: |
21/02/2025 |
| Issue date: |
29/11/2024 |
| Last trading day: |
20/02/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.60 |
| Intrinsic value: |
2.55 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.28 |
| Parity: |
2.55 |
| Time value: |
0.28 |
| Break-even: |
19.33 |
| Moneyness: |
1.15 |
| Premium: |
0.01 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.10 |
| Spread %: |
3.66% |
| Delta: |
0.85 |
| Theta: |
-0.01 |
| Omega: |
5.71 |
| Rho: |
0.01 |
Quote data
| Open: |
2.73 |
| High: |
2.73 |
| Low: |
2.73 |
| Previous Close: |
2.60 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.38% |
| 1 Month |
|
|
+268.92% |
| 3 Months |
|
|
- |
| YTD |
|
|
+213.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.60 |
2.11 |
| 1M High / 1M Low: |
2.60 |
0.79 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
23/01/2025 |
2.60 |
| Low (YTD): |
02/01/2025 |
0.80 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.41 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.46 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
238.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |