JP Morgan Call 56 UNVB 21.03.2025
/ DE000JT0XS15
JP Morgan Call 56 UNVB 21.03.2025/ DE000JT0XS15 /
| 1/10/2025 9:04:29 AM |
Chg.+0.010 |
Bid5:23:52 PM |
Ask5:23:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.120EUR |
+9.09% |
0.095
Bid Size: 200,000 |
0.110
Ask Size: 200,000 |
UNILEVER PLC LS-,0... |
56.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
JT0XS1 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
UNILEVER PLC LS-,031111 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
56.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
6/4/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
32.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.16 |
| Parity: |
-0.13 |
| Time value: |
0.17 |
| Break-even: |
57.70 |
| Moneyness: |
0.98 |
| Premium: |
0.05 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.05 |
| Spread %: |
41.67% |
| Delta: |
0.45 |
| Theta: |
-0.02 |
| Omega: |
14.45 |
| Rho: |
0.04 |
Quote data
| Open: |
0.120 |
| High: |
0.120 |
| Low: |
0.120 |
| Previous Close: |
0.110 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.00% |
| 1 Month |
|
|
-36.84% |
| 3 Months |
|
|
-64.71% |
| YTD |
|
|
-20.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.160 |
0.083 |
| 1M High / 1M Low: |
0.230 |
0.083 |
| 6M High / 6M Low: |
0.560 |
0.083 |
| High (YTD): |
1/3/2025 |
0.160 |
| Low (YTD): |
1/7/2025 |
0.083 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.112 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.159 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.294 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
212.83% |
| Volatility 6M: |
|
183.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |