JP Morgan Call 24 SMCI 21.03.2025/  DE000JV50HX4  /

EUWAX
23/01/2025  11:12:26 Chg.+0.01 Bid21:44:15 Ask21:44:15 Underlying Strike price Expiration date Option type
1.11EUR +0.91% 1.12
Bid Size: 250,000
1.13
Ask Size: 250,000
Super Micro Computer... 24.00 USD 21/03/2025 Call
 

Master data

WKN: JV50HX
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Super Micro Computer Inc
Type: Warrant
Option type: Call
Strike price: 24.00 USD
Maturity: 21/03/2025
Issue date: 13/11/2024
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.92
Leverage: Yes

Calculated values

Fair value: 1.09
Intrinsic value: 0.95
Implied volatility: 1.15
Historic volatility: 1.08
Parity: 0.95
Time value: 0.17
Break-even: 34.20
Moneyness: 1.41
Premium: 0.05
Premium p.a.: 0.38
Spread abs.: 0.01
Spread %: 0.87%
Delta: 0.84
Theta: -0.03
Omega: 2.45
Rho: 0.03
 

Quote data

Open: 1.11
High: 1.11
Low: 1.11
Previous Close: 1.10
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.12%
1 Month  
+5.71%
3 Months     -
YTD  
+7.77%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.10 0.90
1M High / 1M Low: 1.39 0.89
6M High / 6M Low: - -
High (YTD): 07/01/2025 1.39
Low (YTD): 03/01/2025 0.89
52W High: - -
52W Low: - -
Avg. price 1W:   0.97
Avg. volume 1W:   0.00
Avg. price 1M:   1.04
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   181.82%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -