JP Morgan Call 122 AMD 07.02.2025/  DE000JF3P1K1  /

EUWAX
1/23/2025  9:48:20 AM Chg.-0.050 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.650EUR -7.14% -
Bid Size: -
-
Ask Size: -
Advanced Micro Devic... 122.00 USD 2/7/2025 Call
 

Master data

WKN: JF3P1K
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Advanced Micro Devices Inc
Type: Warrant
Option type: Call
Strike price: 122.00 USD
Maturity: 2/7/2025
Issue date: 1/21/2025
Last trading day: 2/6/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.95
Leverage: Yes

Calculated values

Fair value: 0.52
Intrinsic value: 0.17
Implied volatility: 0.64
Historic volatility: 0.44
Parity: 0.17
Time value: 0.53
Break-even: 124.23
Moneyness: 1.01
Premium: 0.04
Premium p.a.: 1.91
Spread abs.: 0.01
Spread %: 1.39%
Delta: 0.57
Theta: -0.21
Omega: 9.71
Rho: 0.03
 

Quote data

Open: 0.650
High: 0.650
Low: 0.650
Previous Close: 0.700
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

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6M High / 6M Low: - -
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Low (YTD): - -
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52W Low: - -
Avg. price 1W:   -
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Avg. price 1M:   -
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Avg. price 6M:   -
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Avg. price 1Y:   -
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Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -