JP Morgan Call 170 AMAT 21.02.2025
/ DE000JV99HQ5
JP Morgan Call 170 AMAT 21.02.202.../ DE000JV99HQ5 /
| 23/01/2025 11:22:12 |
Chg.-0.07 |
Bid22:00:32 |
Ask22:00:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.47EUR |
-2.76% |
-
Bid Size: - |
-
Ask Size: - |
Applied Materials In... |
170.00 USD |
21/02/2025 |
Call |
Master data
| WKN: |
JV99HQ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Applied Materials Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 USD |
| Maturity: |
21/02/2025 |
| Issue date: |
12/12/2024 |
| Last trading day: |
20/02/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.59 |
| Intrinsic value: |
2.45 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.40 |
| Parity: |
2.45 |
| Time value: |
0.10 |
| Break-even: |
188.89 |
| Moneyness: |
1.15 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
0.76% |
| Delta: |
0.92 |
| Theta: |
-0.06 |
| Omega: |
6.79 |
| Rho: |
0.12 |
Quote data
| Open: |
2.47 |
| High: |
2.47 |
| Low: |
2.47 |
| Previous Close: |
2.54 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.86% |
| 1 Month |
|
|
+162.77% |
| 3 Months |
|
|
- |
| YTD |
|
|
+187.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.54 |
2.29 |
| 1M High / 1M Low: |
2.54 |
0.76 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
22/01/2025 |
2.54 |
| Low (YTD): |
02/01/2025 |
0.76 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.45 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.54 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
343.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |