JP Morgan Call 672 RHM 21.02.2025
/ DE000JV910Q1
JP Morgan Call 672 RHM 21.02.2025/ DE000JV910Q1 /
| 23/01/2025 16:23:02 |
Chg.+0.060 |
Bid18:15:23 |
Ask18:15:23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
+9.52% |
0.730
Bid Size: 15,000 |
0.750
Ask Size: 15,000 |
RHEINMETALL AG |
672.00 EUR |
21/02/2025 |
Call |
Master data
| WKN: |
JV910Q |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
RHEINMETALL AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
672.00 EUR |
| Maturity: |
21/02/2025 |
| Issue date: |
29/11/2024 |
| Last trading day: |
20/02/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.46 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.34 |
| Parity: |
0.46 |
| Time value: |
0.21 |
| Break-even: |
739.00 |
| Moneyness: |
1.07 |
| Premium: |
0.03 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.04 |
| Spread %: |
6.35% |
| Delta: |
0.71 |
| Theta: |
-0.63 |
| Omega: |
7.61 |
| Rho: |
0.35 |
Quote data
| Open: |
0.650 |
| High: |
0.700 |
| Low: |
0.650 |
| Previous Close: |
0.630 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+64.29% |
| 1 Month |
|
|
+305.88% |
| 3 Months |
|
|
- |
| YTD |
|
|
+360.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.630 |
0.420 |
| 1M High / 1M Low: |
0.630 |
0.110 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
22/01/2025 |
0.630 |
| Low (YTD): |
06/01/2025 |
0.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.498 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.276 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
343.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |