JP Morgan Call 44 RNL 21.02.2025
/ DE000JV9P6L9
JP Morgan Call 44 RNL 21.02.2025/ DE000JV9P6L9 /
| 23/01/2025 14:19:01 |
Chg.-0.060 |
Bid22:00:32 |
Ask22:00:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
-10.17% |
-
Bid Size: - |
-
Ask Size: - |
RENAULT INH. EO... |
44.00 EUR |
21/02/2025 |
Call |
Master data
| WKN: |
JV9P6L |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
RENAULT INH. EO 3,81 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
44.00 EUR |
| Maturity: |
21/02/2025 |
| Issue date: |
29/11/2024 |
| Last trading day: |
20/02/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.57 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.28 |
| Parity: |
0.57 |
| Time value: |
0.14 |
| Break-even: |
51.10 |
| Moneyness: |
1.13 |
| Premium: |
0.03 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.10 |
| Spread %: |
16.39% |
| Delta: |
0.77 |
| Theta: |
-0.05 |
| Omega: |
5.41 |
| Rho: |
0.02 |
Quote data
| Open: |
0.530 |
| High: |
0.530 |
| Low: |
0.530 |
| Previous Close: |
0.590 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.52% |
| 1 Month |
|
|
+23.26% |
| 3 Months |
|
|
- |
| YTD |
|
|
+20.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.620 |
0.470 |
| 1M High / 1M Low: |
0.620 |
0.300 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
17/01/2025 |
0.620 |
| Low (YTD): |
10/01/2025 |
0.300 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.550 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.453 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
232.70% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |