JP Morgan Call 11.5 SDF 21.03.2025
/ DE000JT36B13
JP Morgan Call 11.5 SDF 21.03.202.../ DE000JT36B13 /
| 1/23/2025 5:23:22 PM |
Chg.- |
Bid9:09:15 AM |
Ask9:09:15 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.140EUR |
- |
0.140
Bid Size: 125,000 |
0.150
Ask Size: 125,000 |
K+S AG NA O.N. |
11.50 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
JT36B1 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
K+S AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.50 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
7/9/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.27 |
| Parity: |
0.08 |
| Time value: |
0.07 |
| Break-even: |
13.00 |
| Moneyness: |
1.07 |
| Premium: |
0.05 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.02 |
| Spread %: |
15.38% |
| Delta: |
0.68 |
| Theta: |
-0.01 |
| Omega: |
5.58 |
| Rho: |
0.01 |
Quote data
| Open: |
0.140 |
| High: |
0.140 |
| Low: |
0.140 |
| Previous Close: |
0.130 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+86.67% |
| 1 Month |
|
|
+324.24% |
| 3 Months |
|
|
+81.82% |
| YTD |
|
|
+366.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.140 |
0.070 |
| 1M High / 1M Low: |
0.140 |
0.030 |
| 6M High / 6M Low: |
0.170 |
0.030 |
| High (YTD): |
1/23/2025 |
0.140 |
| Low (YTD): |
1/2/2025 |
0.037 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.099 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.066 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.092 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
398.58% |
| Volatility 6M: |
|
255.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |