JP Morgan Call 120 GILD 19.09.2025
/ DE000JV2DP24
JP Morgan Call 120 GILD 19.09.202.../ DE000JV2DP24 /
| 1/24/2025 12:22:29 PM |
Chg.-0.004 |
Bid8:57:15 PM |
Ask8:57:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.096EUR |
-4.00% |
0.100
Bid Size: 75,000 |
0.120
Ask Size: 75,000 |
Gilead Sciences Inc |
120.00 USD |
9/19/2025 |
Call |
Master data
| WKN: |
JV2DP2 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Gilead Sciences Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
9/19/2025 |
| Issue date: |
10/28/2024 |
| Last trading day: |
9/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
68.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.21 |
| Parity: |
-2.60 |
| Time value: |
0.13 |
| Break-even: |
116.51 |
| Moneyness: |
0.77 |
| Premium: |
0.31 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
0.03 |
| Spread %: |
30.00% |
| Delta: |
0.15 |
| Theta: |
-0.01 |
| Omega: |
10.20 |
| Rho: |
0.08 |
Quote data
| Open: |
0.096 |
| High: |
0.096 |
| Low: |
0.096 |
| Previous Close: |
0.100 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.00% |
| 1 Month |
|
|
-49.47% |
| 3 Months |
|
|
- |
| YTD |
|
|
-52.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.100 |
0.096 |
| 1M High / 1M Low: |
0.200 |
0.095 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/2/2025 |
0.180 |
| Low (YTD): |
1/15/2025 |
0.095 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.098 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.124 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.10% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |