JP Morgan Call 105 AEP 21.02.2025
/ DE000JV2L453
JP Morgan Call 105 AEP 21.02.2025/ DE000JV2L453 /
| 1/9/2025 11:16:57 AM |
Chg.- |
Bid7:52:00 AM |
Ask7:52:00 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.018EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
American Electric Po... |
105.00 USD |
2/21/2025 |
Call |
Master data
| WKN: |
JV2L45 |
| 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: |
2/21/2025 |
| Issue date: |
10/11/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
104.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.18 |
| Parity: |
-1.24 |
| Time value: |
0.09 |
| Break-even: |
102.66 |
| Moneyness: |
0.88 |
| Premium: |
0.15 |
| Premium p.a.: |
2.22 |
| Spread abs.: |
0.07 |
| Spread %: |
388.89% |
| Delta: |
0.16 |
| Theta: |
-0.03 |
| Omega: |
16.77 |
| Rho: |
0.02 |
Quote data
| Open: |
0.018 |
| High: |
0.018 |
| Low: |
0.018 |
| Previous Close: |
0.013 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.50% |
| 1 Month |
|
|
-81.44% |
| 3 Months |
|
|
- |
| YTD |
|
|
-21.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.025 |
0.007 |
| 1M High / 1M Low: |
0.097 |
0.007 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/6/2025 |
0.025 |
| Low (YTD): |
1/7/2025 |
0.007 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.016 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.035 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
589.18% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |