JP Morgan Call 120 AEP 20.06.2025
/ DE000JV3B023
JP Morgan Call 120 AEP 20.06.2025/ DE000JV3B023 /
| 1/24/2025 12:03:22 PM |
Chg.+0.005 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.029EUR |
+20.83% |
-
Bid Size: - |
-
Ask Size: - |
American Electric Po... |
120.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
JV3B02 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
American Electric Power Company Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
10/21/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
71.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.17 |
| Parity: |
-2.16 |
| Time value: |
0.13 |
| Break-even: |
116.51 |
| Moneyness: |
0.81 |
| Premium: |
0.25 |
| Premium p.a.: |
0.72 |
| Spread abs.: |
0.10 |
| Spread %: |
319.35% |
| Delta: |
0.16 |
| Theta: |
-0.01 |
| Omega: |
11.42 |
| Rho: |
0.05 |
Quote data
| Open: |
0.029 |
| High: |
0.029 |
| Low: |
0.029 |
| Previous Close: |
0.024 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-38.30% |
| 1 Month |
|
|
-25.64% |
| 3 Months |
|
|
-81.88% |
| YTD |
|
|
-21.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.047 |
0.024 |
| 1M High / 1M Low: |
0.047 |
0.017 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/17/2025 |
0.047 |
| Low (YTD): |
1/8/2025 |
0.017 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.038 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.034 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
408.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |