JP Morgan Call 165 CGM 21.03.2025
/ DE000JV5Y350
JP Morgan Call 165 CGM 21.03.2025/ DE000JV5Y350 /
| 1/10/2025 11:11:50 AM |
Chg.+0.140 |
Bid7:37:28 PM |
Ask7:37:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
+21.88% |
0.670
Bid Size: 3,000 |
0.870
Ask Size: 3,000 |
CAPGEMINI SE INH. EO... |
165.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
JV5Y35 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
CAPGEMINI SE INH. EO 8 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
10/31/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
16.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.24 |
| Parity: |
-0.81 |
| Time value: |
0.94 |
| Break-even: |
174.40 |
| Moneyness: |
0.95 |
| Premium: |
0.11 |
| Premium p.a.: |
0.73 |
| Spread abs.: |
0.30 |
| Spread %: |
46.88% |
| Delta: |
0.45 |
| Theta: |
-0.09 |
| Omega: |
7.51 |
| Rho: |
0.12 |
Quote data
| Open: |
0.780 |
| High: |
0.780 |
| Low: |
0.780 |
| Previous Close: |
0.640 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.87% |
| 1 Month |
|
|
-18.75% |
| 3 Months |
|
|
- |
| YTD |
|
|
+20.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.810 |
0.610 |
| 1M High / 1M Low: |
0.960 |
0.500 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/7/2025 |
0.810 |
| Low (YTD): |
1/2/2025 |
0.600 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.698 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.692 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
174.51% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |