JP Morgan Call 85 GILD 21.02.2025
/ DE000JT2X9E9
JP Morgan Call 85 GILD 21.02.2025/ DE000JT2X9E9 /
| 23/01/2025 10:48:55 |
Chg.+0.040 |
Bid21:34:37 |
Ask21:34:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
+4.88% |
0.840
Bid Size: 100,000 |
0.850
Ask Size: 100,000 |
Gilead Sciences Inc |
85.00 USD |
21/02/2025 |
Call |
Master data
| WKN: |
JT2X9E |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Gilead Sciences Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 USD |
| Maturity: |
21/02/2025 |
| Issue date: |
27/06/2024 |
| Last trading day: |
20/02/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.77 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.21 |
| Parity: |
0.77 |
| Time value: |
0.05 |
| Break-even: |
89.93 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
1.18% |
| Delta: |
0.89 |
| Theta: |
-0.03 |
| Omega: |
9.67 |
| Rho: |
0.06 |
Quote data
| Open: |
0.860 |
| High: |
0.860 |
| Low: |
0.860 |
| Previous Close: |
0.820 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.86% |
| 1 Month |
|
|
-7.53% |
| 3 Months |
|
|
+24.64% |
| YTD |
|
|
-14.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.820 |
0.750 |
| 1M High / 1M Low: |
1.010 |
0.620 |
| 6M High / 6M Low: |
1.310 |
0.140 |
| High (YTD): |
02/01/2025 |
0.920 |
| Low (YTD): |
09/01/2025 |
0.620 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.780 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.787 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.593 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.54% |
| Volatility 6M: |
|
201.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |