JP Morgan Call 42 BKR 20.06.2025/  DE000JF1SK00  /

EUWAX
10/01/2025  11:53:19 Chg.+0.080 Bid17:26:35 Ask17:26:35 Underlying Strike price Expiration date Option type
0.510EUR +18.60% 0.420
Bid Size: 200,000
0.430
Ask Size: 200,000
Baker Hughes Company 42.00 USD 20/06/2025 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: 20/06/2025
Issue date: 20/12/2024
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.52
Leverage: Yes

Calculated values

Fair value: 0.39
Intrinsic value: 0.14
Implied volatility: 0.36
Historic volatility: 0.26
Parity: 0.14
Time value: 0.36
Break-even: 45.74
Moneyness: 1.03
Premium: 0.08
Premium p.a.: 0.20
Spread abs.: 0.04
Spread %: 8.51%
Delta: 0.62
Theta: -0.01
Omega: 5.31
Rho: 0.09
 

Quote data

Open: 0.510
High: 0.510
Low: 0.510
Previous Close: 0.430
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+45.71%
1 Month     -
3 Months     -
YTD  
+70.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.440 0.350
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): 06/01/2025 0.440
Low (YTD): 03/01/2025 0.350
52W High: - -
52W Low: - -
Avg. price 1W:   0.412
Avg. volume 1W:   0.000
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:   -