JP Morgan Call 245 ADS 21.02.2025
/ DE000JV8THE3
JP Morgan Call 245 ADS 21.02.2025/ DE000JV8THE3 /
| 10/01/2025 11:27:09 |
Chg.+0.13 |
Bid16:35:03 |
Ask16:35:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.13EUR |
+13.00% |
0.99
Bid Size: 20,000 |
1.00
Ask Size: 20,000 |
ADIDAS AG NA O.N. |
245.00 EUR |
21/02/2025 |
Call |
Master data
| WKN: |
JV8THE |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
ADIDAS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
245.00 EUR |
| Maturity: |
21/02/2025 |
| Issue date: |
29/11/2024 |
| Last trading day: |
20/02/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
21.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.97 |
| Intrinsic value: |
0.10 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.26 |
| Parity: |
0.10 |
| Time value: |
1.05 |
| Break-even: |
256.50 |
| Moneyness: |
1.00 |
| Premium: |
0.04 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.09 |
| Spread %: |
8.49% |
| Delta: |
0.55 |
| Theta: |
-0.14 |
| Omega: |
11.74 |
| Rho: |
0.14 |
Quote data
| Open: |
1.13 |
| High: |
1.13 |
| Low: |
1.13 |
| Previous Close: |
1.00 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+88.33% |
| 1 Month |
|
|
+20.21% |
| 3 Months |
|
|
- |
| YTD |
|
|
+76.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.00 |
0.60 |
| 1M High / 1M Low: |
1.13 |
0.57 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
09/01/2025 |
1.00 |
| Low (YTD): |
02/01/2025 |
0.57 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.85 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.87 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
186.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |