JP Morgan Call 0.83 EUR/GBP 20.03.2026
/ DE000JV2ZL06
JP Morgan Call 0.83 EUR/GBP 20.03.../ DE000JV2ZL06 /
| 1/24/2025 12:22:58 PM |
Chg.+0.03 |
Bid3:06:44 PM |
Ask3:06:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.85EUR |
+0.62% |
4.79
Bid Size: 3,000 |
4.81
Ask Size: 3,000 |
- |
0.83 GBP |
3/20/2026 |
Call |
Master data
| WKN: |
JV2ZL0 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
0.83 GBP |
| Maturity: |
3/20/2026 |
| Issue date: |
10/28/2024 |
| Last trading day: |
3/19/2026 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
20.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.14 |
| Intrinsic value: |
1.56 |
| Implied volatility: |
0.04 |
| Historic volatility: |
0.05 |
| Parity: |
1.56 |
| Time value: |
3.31 |
| Break-even: |
1.03 |
| Moneyness: |
1.02 |
| Premium: |
0.03 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.06 |
| Spread %: |
1.25% |
| Delta: |
0.89 |
| Theta: |
0.00 |
| Omega: |
18.29 |
| Rho: |
0.01 |
Quote data
| Open: |
4.85 |
| High: |
4.85 |
| Low: |
4.85 |
| Previous Close: |
4.82 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.27% |
| 1 Month |
|
|
+13.58% |
| 3 Months |
|
|
- |
| YTD |
|
|
+16.87% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
5.12 |
4.82 |
| 1M High / 1M Low: |
5.29 |
3.96 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/14/2025 |
5.29 |
| Low (YTD): |
1/7/2025 |
3.96 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.66 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
69.60% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |