JP Morgan Call 54 ENR 17.01.2025
/ DE000JV4YT72
JP Morgan Call 54 ENR 17.01.2025/ DE000JV4YT72 /
| 09/01/2025 11:15:26 |
Chg.- |
Bid08:08:17 |
Ask08:08:17 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.099EUR |
- |
0.110
Bid Size: 20,000 |
0.130
Ask Size: 20,000 |
SIEMENS ENERGY AG NA... |
54.00 EUR |
17/01/2025 |
Call |
Master data
| WKN: |
JV4YT7 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
SIEMENS ENERGY AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
54.00 EUR |
| Maturity: |
17/01/2025 |
| Issue date: |
14/11/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
45.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.80 |
| Historic volatility: |
0.45 |
| Parity: |
-0.35 |
| Time value: |
0.11 |
| Break-even: |
55.10 |
| Moneyness: |
0.94 |
| Premium: |
0.09 |
| Premium p.a.: |
52.38 |
| Spread abs.: |
0.03 |
| Spread %: |
39.24% |
| Delta: |
0.31 |
| Theta: |
-0.13 |
| Omega: |
14.09 |
| Rho: |
0.00 |
Quote data
| Open: |
0.099 |
| High: |
0.099 |
| Low: |
0.099 |
| Previous Close: |
0.080 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.50% |
| 1 Month |
|
|
-41.76% |
| 3 Months |
|
|
- |
| YTD |
|
|
+19.28% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.220 |
0.080 |
| 1M High / 1M Low: |
0.220 |
0.080 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
07/01/2025 |
0.220 |
| Low (YTD): |
08/01/2025 |
0.080 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.133 |
| Avg. volume 1W: |
|
2,000 |
| Avg. price 1M: |
|
0.141 |
| Avg. volume 1M: |
|
1,666.667 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
571.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |