JP Morgan Call 120 MRVL 15.08.2025
/ DE000JF059Z8
JP Morgan Call 120 MRVL 15.08.202.../ DE000JF059Z8 /
| 1/24/2025 9:04:43 AM |
Chg.+0.09 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.21EUR |
+4.25% |
-
Bid Size: - |
-
Ask Size: - |
Marvell Technology I... |
120.00 USD |
8/15/2025 |
Call |
Master data
| WKN: |
JF059Z |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Marvell Technology Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 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: |
5.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.09 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.53 |
| Parity: |
0.38 |
| Time value: |
1.69 |
| Break-even: |
135.12 |
| Moneyness: |
1.03 |
| Premium: |
0.14 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.10 |
| Spread %: |
4.81% |
| Delta: |
0.63 |
| Theta: |
-0.05 |
| Omega: |
3.56 |
| Rho: |
0.29 |
Quote data
| Open: |
2.21 |
| High: |
2.21 |
| Low: |
2.21 |
| Previous Close: |
2.12 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.78% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
+30.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.29 |
2.12 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/21/2025 |
2.29 |
| Low (YTD): |
1/13/2025 |
1.58 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.23 |
| Avg. volume 1W: |
|
0.00 |
| 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: |
|
- |