JP Morgan Call 17.8 CBK 21.02.2025
/ DE000JF1UC30
JP Morgan Call 17.8 CBK 21.02.202.../ DE000JF1UC30 /
| 24/01/2025 12:19:13 |
Chg.+0.050 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.900EUR |
+5.88% |
-
Bid Size: - |
-
Ask Size: - |
COMMERZBANK AG |
17.80 EUR |
21/02/2025 |
Call |
Master data
| WKN: |
JF1UC3 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
COMMERZBANK AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
17.80 EUR |
| Maturity: |
21/02/2025 |
| Issue date: |
20/12/2024 |
| Last trading day: |
20/02/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
19.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.31 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.32 |
| Parity: |
0.31 |
| Time value: |
0.64 |
| Break-even: |
18.74 |
| Moneyness: |
1.02 |
| Premium: |
0.04 |
| Premium p.a.: |
0.59 |
| Spread abs.: |
0.09 |
| Spread %: |
10.59% |
| Delta: |
0.59 |
| Theta: |
-0.01 |
| Omega: |
11.40 |
| Rho: |
0.01 |
Quote data
| Open: |
0.900 |
| High: |
0.900 |
| Low: |
0.900 |
| Previous Close: |
0.850 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+73.08% |
| 1 Month |
|
|
+827.84% |
| 3 Months |
|
|
- |
| YTD |
|
|
+650.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.900 |
0.720 |
| 1M High / 1M Low: |
0.900 |
0.098 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
24/01/2025 |
0.900 |
| Low (YTD): |
02/01/2025 |
0.098 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.832 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.414 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
304.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |