JP Morgan Call 205 BIIB 17.04.2025
/ DE000JT846E7
JP Morgan Call 205 BIIB 17.04.202.../ DE000JT846E7 /
| 10/01/2025 09:44:54 |
Chg.-0.010 |
Bid20:45:25 |
Ask20:45:25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.160EUR |
-5.88% |
0.160
Bid Size: 30,000 |
0.190
Ask Size: 30,000 |
Biogen Inc |
205.00 USD |
17/04/2025 |
Call |
Master data
| WKN: |
JT846E |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
205.00 USD |
| Maturity: |
17/04/2025 |
| Issue date: |
11/09/2024 |
| Last trading day: |
16/04/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
41.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.24 |
| Parity: |
-5.27 |
| Time value: |
0.35 |
| Break-even: |
202.59 |
| Moneyness: |
0.74 |
| Premium: |
0.38 |
| Premium p.a.: |
2.39 |
| Spread abs.: |
0.19 |
| Spread %: |
125.00% |
| Delta: |
0.18 |
| Theta: |
-0.06 |
| Omega: |
7.44 |
| Rho: |
0.06 |
Quote data
| Open: |
0.160 |
| High: |
0.160 |
| Low: |
0.160 |
| Previous Close: |
0.170 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.27% |
| 1 Month |
|
|
-62.79% |
| 3 Months |
|
|
-85.96% |
| YTD |
|
|
-40.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.230 |
0.170 |
| 1M High / 1M Low: |
0.440 |
0.170 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
02/01/2025 |
0.240 |
| Low (YTD): |
09/01/2025 |
0.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.208 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.298 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.80% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |