JP Morgan Call 53 TOTB 21.02.2025
/ DE000JF1SXV1
JP Morgan Call 53 TOTB 21.02.2025/ DE000JF1SXV1 /
| 23/01/2025 15:59:20 |
Chg.+0.040 |
Bid19:22:04 |
Ask19:22:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
+10.81% |
0.390
Bid Size: 10,000 |
0.450
Ask Size: 10,000 |
TOTALENERGIES SE EO... |
53.00 EUR |
21/02/2025 |
Call |
Master data
| WKN: |
JF1SXV |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
TOTALENERGIES SE EO 2,50 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
53.00 EUR |
| Maturity: |
21/02/2025 |
| Issue date: |
20/12/2024 |
| Last trading day: |
20/02/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.34 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.19 |
| Parity: |
0.34 |
| Time value: |
0.07 |
| Break-even: |
57.10 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.06 |
| Spread %: |
17.14% |
| Delta: |
0.79 |
| Theta: |
-0.03 |
| Omega: |
10.82 |
| Rho: |
0.03 |
Quote data
| Open: |
0.400 |
| High: |
0.410 |
| Low: |
0.400 |
| Previous Close: |
0.370 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.33% |
| 1 Month |
|
|
+272.73% |
| 3 Months |
|
|
- |
| YTD |
|
|
+215.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.370 |
| 1M High / 1M Low: |
0.540 |
0.110 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
17/01/2025 |
0.540 |
| Low (YTD): |
02/01/2025 |
0.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.460 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.318 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
257.16% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |