JP Morgan Call 90 AEP 16.05.2025
/ DE000JF16GX0
JP Morgan Call 90 AEP 16.05.2025/ DE000JF16GX0 /
| 24/01/2025 12:20:15 |
Chg.-0.060 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.940EUR |
-6.00% |
-
Bid Size: - |
-
Ask Size: - |
American Electric Po... |
90.00 USD |
16/05/2025 |
Call |
Master data
| WKN: |
JF16GX |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
American Electric Power Company Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
16/05/2025 |
| Issue date: |
23/12/2024 |
| Last trading day: |
15/05/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.72 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.17 |
| Parity: |
0.72 |
| Time value: |
0.24 |
| Break-even: |
96.01 |
| Moneyness: |
1.08 |
| Premium: |
0.03 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.04 |
| Spread %: |
4.17% |
| Delta: |
0.77 |
| Theta: |
-0.02 |
| Omega: |
7.53 |
| Rho: |
0.19 |
Quote data
| Open: |
0.940 |
| High: |
0.940 |
| Low: |
0.940 |
| Previous Close: |
1.000 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.08% |
| 1 Month |
|
|
+32.39% |
| 3 Months |
|
|
- |
| YTD |
|
|
+46.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.000 |
0.940 |
| 1M High / 1M Low: |
1.000 |
0.530 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
23/01/2025 |
1.000 |
| Low (YTD): |
07/01/2025 |
0.530 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.974 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.786 |
| Avg. volume 1M: |
|
342.105 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |