JP Morgan Call 60 BNR 21.02.2025
/ DE000JV77CD0
JP Morgan Call 60 BNR 21.02.2025/ DE000JV77CD0 /
| 24/01/2025 16:18:05 |
Chg.+0.013 |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.080EUR |
+19.40% |
-
Bid Size: - |
-
Ask Size: - |
BRENNTAG SE NA O.N. |
60.00 EUR |
21/02/2025 |
Call |
Master data
| WKN: |
JV77CD |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 EUR |
| Maturity: |
21/02/2025 |
| Issue date: |
06/12/2024 |
| Last trading day: |
20/02/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
41.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.24 |
| Parity: |
-0.21 |
| Time value: |
0.14 |
| Break-even: |
61.40 |
| Moneyness: |
0.97 |
| Premium: |
0.06 |
| Premium p.a.: |
1.19 |
| Spread abs.: |
0.05 |
| Spread %: |
59.09% |
| Delta: |
0.38 |
| Theta: |
-0.04 |
| Omega: |
15.85 |
| Rho: |
0.02 |
Quote data
| Open: |
0.080 |
| High: |
0.095 |
| Low: |
0.080 |
| Previous Close: |
0.067 |
| Turnover: |
1,007 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.03% |
| 1 Month |
|
|
-38.46% |
| 3 Months |
|
|
- |
| YTD |
|
|
-50.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.080 |
0.045 |
| 1M High / 1M Low: |
0.170 |
0.039 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
07/01/2025 |
0.170 |
| Low (YTD): |
14/01/2025 |
0.039 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.060 |
| Avg. volume 1W: |
|
2,420 |
| Avg. price 1M: |
|
0.095 |
| Avg. volume 1M: |
|
636.842 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
506.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |