JP Morgan Call 105 AEP 19.09.2025
/ DE000JV2QMC6
JP Morgan Call 105 AEP 19.09.2025/ DE000JV2QMC6 /
| 1/9/2025 11:17:13 AM |
Chg.- |
Bid8:20:35 AM |
Ask8:20:35 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
- |
0.310
Bid Size: 5,000 |
0.380
Ask Size: 5,000 |
American Electric Po... |
105.00 USD |
9/19/2025 |
Call |
Master data
| WKN: |
JV2QMC |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
American Electric Power Company Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 USD |
| Maturity: |
9/19/2025 |
| Issue date: |
10/11/2024 |
| Last trading day: |
9/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
27.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.18 |
| Parity: |
-1.24 |
| Time value: |
0.33 |
| Break-even: |
105.11 |
| Moneyness: |
0.88 |
| Premium: |
0.17 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.07 |
| Spread %: |
25.93% |
| Delta: |
0.32 |
| Theta: |
-0.01 |
| Omega: |
8.71 |
| Rho: |
0.18 |
Quote data
| Open: |
0.280 |
| High: |
0.280 |
| Low: |
0.280 |
| Previous Close: |
0.220 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-36.36% |
| 3 Months |
|
|
- |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.210 |
| 1M High / 1M Low: |
0.440 |
0.210 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/6/2025 |
0.320 |
| Low (YTD): |
1/7/2025 |
0.210 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.262 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.303 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
214.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |