JP Morgan Call 105 MRK 17.01.2025
/ DE000JV96C64
JP Morgan Call 105 MRK 17.01.2025/ DE000JV96C64 /
| 1/9/2025 9:19:07 AM |
Chg.-0.021 |
Bid4:31:31 PM |
Ask4:31:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.025EUR |
-45.65% |
0.026
Bid Size: 5,000 |
0.066
Ask Size: 5,000 |
Merck and Co Inc |
105.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
JV96C6 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Merck and Co Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
12/4/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
269.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.20 |
| Parity: |
-0.50 |
| Time value: |
0.04 |
| Break-even: |
102.17 |
| Moneyness: |
0.95 |
| Premium: |
0.06 |
| Premium p.a.: |
10.65 |
| Spread abs.: |
0.01 |
| Spread %: |
37.04% |
| Delta: |
0.15 |
| Theta: |
-0.07 |
| Omega: |
41.34 |
| Rho: |
0.00 |
Quote data
| Open: |
0.025 |
| High: |
0.025 |
| Low: |
0.025 |
| Previous Close: |
0.046 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-43.18% |
| 1 Month |
|
|
-89.13% |
| 3 Months |
|
|
- |
| YTD |
|
|
-60.32% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.046 |
0.023 |
| 1M High / 1M Low: |
0.240 |
0.023 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/8/2025 |
0.046 |
| Low (YTD): |
1/6/2025 |
0.023 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.036 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.104 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
472.91% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |