JP Morgan Call 220 CEG 20.03.2026
/ DE000JV5AT61
JP Morgan Call 220 CEG 20.03.2026/ DE000JV5AT61 /
| 09/01/2025 10:14:38 |
Chg.-1.02 |
Bid22:00:31 |
Ask22:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.74EUR |
-13.14% |
-
Bid Size: - |
-
Ask Size: - |
Constellation Energy... |
220.00 USD |
20/03/2026 |
Call |
Master data
| WKN: |
JV5AT6 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Constellation Energy Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
20/03/2026 |
| Issue date: |
06/11/2024 |
| Last trading day: |
19/03/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.51 |
| Intrinsic value: |
2.31 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.51 |
| Parity: |
2.31 |
| Time value: |
4.34 |
| Break-even: |
279.83 |
| Moneyness: |
1.11 |
| Premium: |
0.18 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.09 |
| Spread %: |
1.33% |
| Delta: |
0.70 |
| Theta: |
-0.06 |
| Omega: |
2.49 |
| Rho: |
1.18 |
Quote data
| Open: |
6.74 |
| High: |
6.74 |
| Low: |
6.74 |
| Previous Close: |
7.76 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.81% |
| 1 Month |
|
|
-9.89% |
| 3 Months |
|
|
- |
| YTD |
|
|
+26.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
7.99 |
5.40 |
| 1M High / 1M Low: |
7.99 |
5.33 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
07/01/2025 |
7.99 |
| Low (YTD): |
02/01/2025 |
5.40 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.18 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.39 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.30% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |