JP Morgan Call 68 BSN 17.01.2025
/ DE000JV3U684
JP Morgan Call 68 BSN 17.01.2025/ DE000JV3U684 /
| 09/01/2025 12:16:08 |
Chg.+0.005 |
Bid16:57:02 |
Ask16:57:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.008EUR |
+166.67% |
0.008
Bid Size: 50,000 |
0.023
Ask Size: 50,000 |
DANONE S.A. EO -,25 |
68.00 EUR |
17/01/2025 |
Call |
Master data
| WKN: |
JV3U68 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
68.00 EUR |
| Maturity: |
17/01/2025 |
| Issue date: |
28/10/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
30.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.89 |
| Historic volatility: |
0.12 |
| Parity: |
-0.32 |
| Time value: |
0.21 |
| Break-even: |
70.10 |
| Moneyness: |
0.95 |
| Premium: |
0.08 |
| Premium p.a.: |
36.15 |
| Spread abs.: |
0.21 |
| Spread %: |
4,100.00% |
| Delta: |
0.38 |
| Theta: |
-0.20 |
| Omega: |
11.76 |
| Rho: |
0.00 |
Quote data
| Open: |
0.008 |
| High: |
0.008 |
| Low: |
0.008 |
| Previous Close: |
0.003 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+33.33% |
| 1 Month |
|
|
-57.89% |
| 3 Months |
|
|
- |
| YTD |
|
|
-20.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.006 |
0.003 |
| 1M High / 1M Low: |
0.024 |
0.003 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
02/01/2025 |
0.006 |
| Low (YTD): |
08/01/2025 |
0.003 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.005 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.013 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
379.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |