JP Morgan Call 106 SY1 17.04.2025
/ DE000JF20RF6
JP Morgan Call 106 SY1 17.04.2025/ DE000JF20RF6 /
| 1/24/2025 6:20:57 PM |
Chg.-0.010 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.200EUR |
-4.76% |
-
Bid Size: - |
-
Ask Size: - |
SYMRISE AG INH. O.N. |
106.00 EUR |
4/17/2025 |
Call |
Master data
| WKN: |
JF20RF |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
SYMRISE AG INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
106.00 EUR |
| Maturity: |
4/17/2025 |
| Issue date: |
1/22/2025 |
| Last trading day: |
4/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
41.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.18 |
| Parity: |
-0.70 |
| Time value: |
0.24 |
| Break-even: |
108.40 |
| Moneyness: |
0.93 |
| Premium: |
0.09 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.02 |
| Spread %: |
9.09% |
| Delta: |
0.33 |
| Theta: |
-0.03 |
| Omega: |
13.46 |
| Rho: |
0.07 |
Quote data
| Open: |
0.170 |
| High: |
0.200 |
| Low: |
0.170 |
| Previous Close: |
0.210 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
- |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |