JP Morgan Call 160 AIR 17.01.2025
/ DE000JV2CFG1
JP Morgan Call 160 AIR 17.01.2025/ DE000JV2CFG1 /
| 10/01/2025 17:08:20 |
Chg.+0.010 |
Bid21:11:25 |
Ask21:11:25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.120EUR |
+9.09% |
0.140
Bid Size: 3,000 |
0.290
Ask Size: 3,000 |
AIRBUS |
160.00 EUR |
17/01/2025 |
Call |
Master data
| WKN: |
JV2CFG |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AIRBUS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 EUR |
| Maturity: |
17/01/2025 |
| Issue date: |
23/10/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
50.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.23 |
| Parity: |
-0.34 |
| Time value: |
0.31 |
| Break-even: |
163.10 |
| Moneyness: |
0.98 |
| Premium: |
0.04 |
| Premium p.a.: |
7.39 |
| Spread abs.: |
0.20 |
| Spread %: |
181.82% |
| Delta: |
0.40 |
| Theta: |
-0.32 |
| Omega: |
20.19 |
| Rho: |
0.01 |
Quote data
| Open: |
0.180 |
| High: |
0.180 |
| Low: |
0.120 |
| Previous Close: |
0.110 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-55.56% |
| 1 Month |
|
|
-55.56% |
| 3 Months |
|
|
- |
| YTD |
|
|
-33.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.110 |
| 1M High / 1M Low: |
0.430 |
0.110 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
02/01/2025 |
0.350 |
| Low (YTD): |
09/01/2025 |
0.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.206 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.267 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
454.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |