JP Morgan Call 110 AEP 15.08.2025
/ DE000JF059M6
JP Morgan Call 110 AEP 15.08.2025/ DE000JF059M6 /
| 1/9/2025 2:34:10 PM |
Chg.- |
Bid7:52:00 AM |
Ask7:52:00 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
American Electric Po... |
110.00 USD |
8/15/2025 |
Call |
Master data
| WKN: |
JF059M |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
American Electric Power Company Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 USD |
| Maturity: |
8/15/2025 |
| Issue date: |
12/27/2024 |
| Last trading day: |
8/14/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
43.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.18 |
| Parity: |
-1.72 |
| Time value: |
0.20 |
| Break-even: |
108.69 |
| Moneyness: |
0.84 |
| Premium: |
0.22 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.08 |
| Spread %: |
61.54% |
| Delta: |
0.23 |
| Theta: |
-0.01 |
| Omega: |
9.99 |
| Rho: |
0.11 |
Quote data
| Open: |
0.130 |
| High: |
0.130 |
| Low: |
0.130 |
| Previous Close: |
0.110 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.14% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
-13.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.140 |
0.093 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/6/2025 |
0.140 |
| Low (YTD): |
1/7/2025 |
0.093 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.123 |
| Avg. volume 1W: |
|
0.000 |
| 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: |
|
- |