JP Morgan Call 17.5 CBK 21.02.2025
/ DE000JV950Z8
JP Morgan Call 17.5 CBK 21.02.202.../ DE000JV950Z8 /
| 10/01/2025 10:22:58 |
Chg.+0.040 |
Bid12:43:56 |
Ask12:43:56 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
+10.81% |
0.390
Bid Size: 20,000 |
0.410
Ask Size: 20,000 |
COMMERZBANK AG |
17.50 EUR |
21/02/2025 |
Call |
Master data
| WKN: |
JV950Z |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
COMMERZBANK AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
17.50 EUR |
| Maturity: |
21/02/2025 |
| Issue date: |
06/12/2024 |
| Last trading day: |
20/02/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
32.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.32 |
| Parity: |
-0.71 |
| Time value: |
0.52 |
| Break-even: |
18.02 |
| Moneyness: |
0.96 |
| Premium: |
0.07 |
| Premium p.a.: |
0.85 |
| Spread abs.: |
0.09 |
| Spread %: |
20.93% |
| Delta: |
0.40 |
| Theta: |
-0.01 |
| Omega: |
12.78 |
| Rho: |
0.01 |
Quote data
| Open: |
0.410 |
| High: |
0.410 |
| Low: |
0.410 |
| Previous Close: |
0.370 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+173.33% |
| 1 Month |
|
|
+141.18% |
| 3 Months |
|
|
- |
| YTD |
|
|
+127.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.370 |
0.150 |
| 1M High / 1M Low: |
0.370 |
0.140 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
09/01/2025 |
0.370 |
| Low (YTD): |
02/01/2025 |
0.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.236 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.184 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
323.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |