JP Morgan Call 340 CEG 21.02.2025
/ DE000JV0X6F0
JP Morgan Call 340 CEG 21.02.2025/ DE000JV0X6F0 /
| 23/01/2025 08:54:34 |
Chg.+0.31 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.62EUR |
+23.66% |
-
Bid Size: - |
-
Ask Size: - |
Constellation Energy... |
340.00 USD |
21/02/2025 |
Call |
Master data
| WKN: |
JV0X6F |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Constellation Energy Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
340.00 USD |
| Maturity: |
21/02/2025 |
| Issue date: |
24/09/2024 |
| Last trading day: |
20/02/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
20.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.75 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.57 |
| Parity: |
-0.72 |
| Time value: |
1.57 |
| Break-even: |
342.37 |
| Moneyness: |
0.98 |
| Premium: |
0.07 |
| Premium p.a.: |
1.39 |
| Spread abs.: |
0.03 |
| Spread %: |
1.95% |
| Delta: |
0.47 |
| Theta: |
-0.33 |
| Omega: |
9.64 |
| Rho: |
0.11 |
Quote data
| Open: |
1.62 |
| High: |
1.62 |
| Low: |
1.62 |
| Previous Close: |
1.31 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+57.28% |
| 1 Month |
|
|
+1925.00% |
| 3 Months |
|
|
+68.75% |
| YTD |
|
|
+3140.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.62 |
0.94 |
| 1M High / 1M Low: |
1.62 |
0.03 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
23/01/2025 |
1.62 |
| Low (YTD): |
02/01/2025 |
0.03 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.18 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.48 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
4,271.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |