JP Morgan Call 365 CEG 21.03.2025
/ DE000JF2C601
JP Morgan Call 365 CEG 21.03.2025/ DE000JF2C601 /
| 1/23/2025 1:09:15 PM |
Chg.- |
Bid8:57:49 AM |
Ask8:57:49 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.69EUR |
- |
2.27
Bid Size: 500 |
2.30
Ask Size: 500 |
Constellation Energy... |
365.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
JF2C60 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Constellation Energy Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
365.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
1/16/2025 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.73 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.57 |
| Parity: |
-3.13 |
| Time value: |
1.62 |
| Break-even: |
366.93 |
| Moneyness: |
0.91 |
| Premium: |
0.15 |
| Premium p.a.: |
1.43 |
| Spread abs.: |
0.03 |
| Spread %: |
1.81% |
| Delta: |
0.38 |
| Theta: |
-0.24 |
| Omega: |
7.48 |
| Rho: |
0.16 |
Quote data
| Open: |
1.69 |
| High: |
1.69 |
| Low: |
1.69 |
| Previous Close: |
1.32 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+37.40% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.69 |
1.15 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.32 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |