JP Morgan Call 530 CAT 21.02.2025
/ DE000JV2MMR3
JP Morgan Call 530 CAT 21.02.2025/ DE000JV2MMR3 /
| 1/24/2025 10:23:18 AM |
Chg.0.000 |
Bid11:33:55 AM |
Ask11:33:55 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.001EUR |
0.00% |
0.001
Bid Size: 100 |
0.700
Ask Size: 100 |
Caterpillar Inc |
530.00 USD |
2/21/2025 |
Call |
Master data
| WKN: |
JV2MMR |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Caterpillar Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
530.00 USD |
| Maturity: |
2/21/2025 |
| Issue date: |
10/9/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
55.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.85 |
| Historic volatility: |
0.25 |
| Parity: |
-11.87 |
| Time value: |
0.70 |
| Break-even: |
515.84 |
| Moneyness: |
0.77 |
| Premium: |
0.32 |
| Premium p.a.: |
37.08 |
| Spread abs.: |
0.70 |
| Spread %: |
69,900.00% |
| Delta: |
0.16 |
| Theta: |
-0.40 |
| Omega: |
8.91 |
| Rho: |
0.04 |
Quote data
| Open: |
0.001 |
| High: |
0.001 |
| Low: |
0.001 |
| Previous Close: |
0.001 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-50.00% |
| 3 Months |
|
|
-98.15% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.001 |
0.001 |
| 1M High / 1M Low: |
0.001 |
0.001 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/23/2025 |
0.001 |
| Low (YTD): |
1/23/2025 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.001 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.001 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |