JP Morgan Call 115 AEP 18.06.2026
/ DE000JV22S16
JP Morgan Call 115 AEP 18.06.2026/ DE000JV22S16 /
| 1/24/2025 10:37:29 AM |
Chg.0.000 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
American Electric Po... |
115.00 USD |
6/18/2026 |
Call |
Master data
| WKN: |
JV22S1 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
American Electric Power Company Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 USD |
| Maturity: |
6/18/2026 |
| Issue date: |
10/17/2024 |
| Last trading day: |
6/17/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.17 |
| Parity: |
-1.68 |
| Time value: |
0.58 |
| Break-even: |
116.21 |
| Moneyness: |
0.85 |
| Premium: |
0.24 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.15 |
| Spread %: |
34.88% |
| Delta: |
0.37 |
| Theta: |
-0.01 |
| Omega: |
6.05 |
| Rho: |
0.41 |
Quote data
| Open: |
0.420 |
| High: |
0.420 |
| Low: |
0.420 |
| Previous Close: |
0.420 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.33% |
| 1 Month |
|
|
+31.25% |
| 3 Months |
|
|
-33.33% |
| YTD |
|
|
+40.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.420 |
| 1M High / 1M Low: |
0.470 |
0.240 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/21/2025 |
0.470 |
| Low (YTD): |
1/8/2025 |
0.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.444 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.351 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
172.26% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |