JP Morgan Call 64 BSN 17.01.2025
/ DE000JV3CKS4
JP Morgan Call 64 BSN 17.01.2025/ DE000JV3CKS4 /
| 09/01/2025 10:23:54 |
Chg.0.000 |
Bid17:01:44 |
Ask17:01:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.140EUR |
0.00% |
0.180
Bid Size: 100,000 |
0.200
Ask Size: 100,000 |
DANONE S.A. EO -,25 |
64.00 EUR |
17/01/2025 |
Call |
Master data
| WKN: |
JV3CKS |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
64.00 EUR |
| Maturity: |
17/01/2025 |
| Issue date: |
23/10/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
29.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.12 |
| Parity: |
0.08 |
| Time value: |
0.14 |
| Break-even: |
66.20 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
1.73 |
| Spread abs.: |
0.10 |
| Spread %: |
83.33% |
| Delta: |
0.58 |
| Theta: |
-0.11 |
| Omega: |
17.22 |
| Rho: |
0.01 |
Quote data
| Open: |
0.140 |
| High: |
0.140 |
| Low: |
0.140 |
| Previous Close: |
0.140 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.69% |
| 1 Month |
|
|
-17.65% |
| 3 Months |
|
|
- |
| YTD |
|
|
-6.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.160 |
0.100 |
| 1M High / 1M Low: |
0.200 |
0.100 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
03/01/2025 |
0.160 |
| Low (YTD): |
07/01/2025 |
0.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.126 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.147 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
306.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |