JP Morgan Call 120 BEI 21.03.2025
/ DE000JF0BMN9
JP Morgan Call 120 BEI 21.03.2025/ DE000JF0BMN9 /
| 1/24/2025 9:06:29 AM |
Chg.+0.030 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.920EUR |
+3.37% |
-
Bid Size: - |
-
Ask Size: - |
BEIERSDORF AG O.N. |
120.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
JF0BMN |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
BEIERSDORF AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
12/27/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.60 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.16 |
| Parity: |
0.60 |
| Time value: |
0.34 |
| Break-even: |
129.30 |
| Moneyness: |
1.05 |
| Premium: |
0.03 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.07 |
| Spread %: |
8.14% |
| Delta: |
0.70 |
| Theta: |
-0.05 |
| Omega: |
9.48 |
| Rho: |
0.12 |
Quote data
| Open: |
0.920 |
| High: |
0.920 |
| Low: |
0.920 |
| Previous Close: |
0.890 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.52% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
+22.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.920 |
0.780 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/9/2025 |
1.090 |
| Low (YTD): |
1/6/2025 |
0.670 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.872 |
| 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: |
|
- |