JP Morgan Call 100 NKE 15.01.2027
/ DE000JF1ATV7
JP Morgan Call 100 NKE 15.01.2027/ DE000JF1ATV7 /
| 1/24/2025 1:53:25 PM |
Chg.+0.020 |
Bid3:55:55 PM |
Ask3:55:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
+3.13% |
0.630
Bid Size: 125,000 |
0.650
Ask Size: 125,000 |
Nike Inc |
100.00 USD |
1/15/2027 |
Call |
Master data
| WKN: |
JF1ATV |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Nike Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
1/15/2027 |
| Issue date: |
12/19/2024 |
| Last trading day: |
1/14/2027 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.30 |
| Parity: |
-2.47 |
| Time value: |
0.68 |
| Break-even: |
102.82 |
| Moneyness: |
0.74 |
| Premium: |
0.44 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.05 |
| Spread %: |
7.58% |
| Delta: |
0.38 |
| Theta: |
-0.01 |
| Omega: |
3.98 |
| Rho: |
0.40 |
Quote data
| Open: |
0.660 |
| High: |
0.660 |
| Low: |
0.660 |
| Previous Close: |
0.640 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.86% |
| 1 Month |
|
|
-17.50% |
| 3 Months |
|
|
- |
| YTD |
|
|
-10.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.550 |
| 1M High / 1M Low: |
0.770 |
0.550 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/2/2025 |
0.740 |
| Low (YTD): |
1/21/2025 |
0.550 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.590 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.626 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |