JP Morgan Call 160 BIIB 18.07.2025
/ DE000JV73BC3
JP Morgan Call 160 BIIB 18.07.202.../ DE000JV73BC3 /
| 10/01/2025 09:50:22 |
Chg.-0.03 |
Bid21:51:50 |
Ask21:51:50 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.49EUR |
-1.97% |
1.46
Bid Size: 50,000 |
1.49
Ask Size: 50,000 |
Biogen Inc |
160.00 USD |
18/07/2025 |
Call |
Master data
| WKN: |
JV73BC |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
18/07/2025 |
| Issue date: |
05/12/2024 |
| Last trading day: |
17/07/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.24 |
| Parity: |
-0.90 |
| Time value: |
1.58 |
| Break-even: |
171.22 |
| Moneyness: |
0.94 |
| Premium: |
0.17 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.15 |
| Spread %: |
10.14% |
| Delta: |
0.51 |
| Theta: |
-0.05 |
| Omega: |
4.70 |
| Rho: |
0.30 |
Quote data
| Open: |
1.49 |
| High: |
1.49 |
| Low: |
1.49 |
| Previous Close: |
1.52 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.88% |
| 1 Month |
|
|
-28.37% |
| 3 Months |
|
|
- |
| YTD |
|
|
-14.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.71 |
1.52 |
| 1M High / 1M Low: |
2.15 |
1.52 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
02/01/2025 |
1.73 |
| Low (YTD): |
09/01/2025 |
1.52 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.64 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.78 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |