JP Morgan Call 38 SLB 16.05.2025
/ DE000JF0ZKR3
JP Morgan Call 38 SLB 16.05.2025/ DE000JF0ZKR3 /
| 1/24/2025 12:20:08 PM |
Chg.-0.010 |
Bid8:39:12 PM |
Ask8:39:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
-1.92% |
0.550
Bid Size: 200,000 |
0.560
Ask Size: 200,000 |
Schlumberger Ltd |
38.00 USD |
5/16/2025 |
Call |
Master data
| WKN: |
JF0ZKR |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Schlumberger Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
38.00 USD |
| Maturity: |
5/16/2025 |
| Issue date: |
12/23/2024 |
| Last trading day: |
5/15/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.39 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.26 |
| Parity: |
0.39 |
| Time value: |
0.12 |
| Break-even: |
41.57 |
| Moneyness: |
1.11 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
1.92% |
| Delta: |
0.78 |
| Theta: |
-0.01 |
| Omega: |
6.15 |
| Rho: |
0.08 |
Quote data
| Open: |
0.510 |
| High: |
0.510 |
| Low: |
0.510 |
| Previous Close: |
0.520 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.08% |
| 1 Month |
|
|
+88.89% |
| 3 Months |
|
|
- |
| YTD |
|
|
+64.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.490 |
| 1M High / 1M Low: |
0.740 |
0.300 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/20/2025 |
0.740 |
| Low (YTD): |
1/9/2025 |
0.350 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.602 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.432 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
222.03% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |