JP Morgan Call 42 BKR 20.06.2025
/ DE000JF1SK00
JP Morgan Call 42 BKR 20.06.2025/ DE000JF1SK00 /
| 1/24/2025 12:19:08 PM |
Chg.-0.040 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.550EUR |
-6.78% |
-
Bid Size: - |
-
Ask Size: - |
Baker Hughes Company |
42.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
JF1SK0 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Baker Hughes Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
12/20/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.50 |
| Intrinsic value: |
0.34 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.25 |
| Parity: |
0.34 |
| Time value: |
0.20 |
| Break-even: |
45.45 |
| Moneyness: |
1.08 |
| Premium: |
0.05 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
3.64% |
| Delta: |
0.72 |
| Theta: |
-0.01 |
| Omega: |
5.74 |
| Rho: |
0.10 |
Quote data
| Open: |
0.550 |
| High: |
0.550 |
| Low: |
0.550 |
| Previous Close: |
0.590 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.67% |
| 1 Month |
|
|
+103.70% |
| 3 Months |
|
|
- |
| YTD |
|
|
+83.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.730 |
0.550 |
| 1M High / 1M Low: |
0.730 |
0.290 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/20/2025 |
0.730 |
| Low (YTD): |
1/3/2025 |
0.350 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.634 |
| Avg. volume 1W: |
|
340 |
| Avg. price 1M: |
|
0.504 |
| Avg. volume 1M: |
|
178.947 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
165.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |