JP Morgan Call 105 MRK 21.03.2025
/ DE000JV79W12
JP Morgan Call 105 MRK 21.03.2025/ DE000JV79W12 /
| 1/23/2025 9:07:07 AM |
Chg.-0.012 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.098EUR |
-10.91% |
-
Bid Size: - |
-
Ask Size: - |
Merck and Co Inc |
105.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
JV79W1 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Merck and Co Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
12/4/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
86.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.20 |
| Parity: |
-0.90 |
| Time value: |
0.11 |
| Break-even: |
101.94 |
| Moneyness: |
0.91 |
| Premium: |
0.11 |
| Premium p.a.: |
0.94 |
| Spread abs.: |
0.01 |
| Spread %: |
14.58% |
| Delta: |
0.21 |
| Theta: |
-0.03 |
| Omega: |
18.12 |
| Rho: |
0.03 |
Quote data
| Open: |
0.098 |
| High: |
0.098 |
| Low: |
0.098 |
| Previous Close: |
0.110 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-59.17% |
| 1 Month |
|
|
-65.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
-67.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.098 |
| 1M High / 1M Low: |
0.300 |
0.098 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/14/2025 |
0.300 |
| Low (YTD): |
1/23/2025 |
0.098 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.156 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.234 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
221.97% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |