JP Morgan Call 50 RNL 21.02.2025
/ DE000JF1SX70
JP Morgan Call 50 RNL 21.02.2025/ DE000JF1SX70 /
| 1/10/2025 11:53:23 AM |
Chg.-0.024 |
Bid4:35:11 PM |
Ask4:35:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.069EUR |
-25.81% |
0.074
Bid Size: 150,000 |
0.084
Ask Size: 150,000 |
RENAULT INH. EO... |
50.00 EUR |
2/21/2025 |
Call |
Master data
| WKN: |
JF1SX7 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
RENAULT INH. EO 3,81 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 EUR |
| Maturity: |
2/21/2025 |
| Issue date: |
12/20/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
26.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.28 |
| Parity: |
-0.42 |
| Time value: |
0.17 |
| Break-even: |
51.70 |
| Moneyness: |
0.92 |
| Premium: |
0.13 |
| Premium p.a.: |
1.86 |
| Spread abs.: |
0.09 |
| Spread %: |
109.88% |
| Delta: |
0.35 |
| Theta: |
-0.04 |
| Omega: |
9.35 |
| Rho: |
0.02 |
Quote data
| Open: |
0.069 |
| High: |
0.069 |
| Low: |
0.069 |
| Previous Close: |
0.093 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-42.50% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
-50.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.140 |
0.093 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/7/2025 |
0.140 |
| Low (YTD): |
1/9/2025 |
0.093 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.121 |
| 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: |
|
- |