JP Morgan Call 160 BX 21.03.2025
/ DE000JV1DRK8
JP Morgan Call 160 BX 21.03.2025/ DE000JV1DRK8 /
| 24/01/2025 08:23:12 |
Chg.+0.18 |
Bid15:38:53 |
Ask15:38:53 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.59EUR |
+7.47% |
2.64
Bid Size: 10,000 |
2.66
Ask Size: 10,000 |
Blackstone Inc |
160.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
JV1DRK |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Blackstone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
23/09/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.58 |
| Intrinsic value: |
2.45 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.27 |
| Parity: |
2.45 |
| Time value: |
0.21 |
| Break-even: |
180.21 |
| Moneyness: |
1.16 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.76% |
| Delta: |
0.88 |
| Theta: |
-0.05 |
| Omega: |
5.92 |
| Rho: |
0.20 |
Quote data
| Open: |
2.59 |
| High: |
2.59 |
| Low: |
2.59 |
| Previous Close: |
2.41 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.86% |
| 1 Month |
|
|
+46.33% |
| 3 Months |
|
|
+58.90% |
| YTD |
|
|
+36.32% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.43 |
2.01 |
| 1M High / 1M Low: |
2.43 |
1.21 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
21/01/2025 |
2.43 |
| Low (YTD): |
13/01/2025 |
1.21 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.28 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.94 |
| Avg. volume 1M: |
|
13.89 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
260.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |