JP Morgan Call 0.84 EUR/GBP 07.02.2025
/ DE000JF06L39
JP Morgan Call 0.84 EUR/GBP 07.02.../ DE000JF06L39 /
| 1/22/2025 9:27:30 PM |
Chg.- |
Bid10:32:36 AM |
Ask10:32:36 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.910EUR |
- |
0.910
Bid Size: 3,000 |
0.930
Ask Size: 3,000 |
- |
0.84 GBP |
2/7/2025 |
Call |
Master data
| WKN: |
JF06L3 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
0.84 GBP |
| Maturity: |
2/7/2025 |
| Issue date: |
1/10/2025 |
| Last trading day: |
2/6/2025 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
105.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.86 |
| Intrinsic value: |
0.62 |
| Implied volatility: |
0.06 |
| Historic volatility: |
0.05 |
| Parity: |
0.62 |
| Time value: |
0.33 |
| Break-even: |
1.00 |
| Moneyness: |
1.01 |
| Premium: |
0.00 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.05 |
| Spread %: |
5.56% |
| Delta: |
0.72 |
| Theta: |
0.00 |
| Omega: |
75.92 |
| Rho: |
0.00 |
Quote data
| Open: |
0.870 |
| High: |
0.960 |
| Low: |
0.860 |
| Previous Close: |
0.900 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.67% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.930 |
0.780 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.888 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |