JP Morgan Call 122 BEI 21.03.2025
/ DE000JV4QS40
JP Morgan Call 122 BEI 21.03.2025/ DE000JV4QS40 /
| 1/10/2025 10:33:29 AM |
Chg.-0.090 |
Bid3:48:13 PM |
Ask3:48:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
-9.68% |
0.770
Bid Size: 25,000 |
0.780
Ask Size: 25,000 |
BEIERSDORF AG O.N. |
122.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
JV4QS4 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
BEIERSDORF AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
122.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
11/14/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.61 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.16 |
| Parity: |
0.61 |
| Time value: |
0.39 |
| Break-even: |
132.00 |
| Moneyness: |
1.05 |
| Premium: |
0.03 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.07 |
| Spread %: |
7.53% |
| Delta: |
0.69 |
| Theta: |
-0.05 |
| Omega: |
8.90 |
| Rho: |
0.15 |
Quote data
| Open: |
0.840 |
| High: |
0.840 |
| Low: |
0.840 |
| Previous Close: |
0.930 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.25% |
| 1 Month |
|
|
+13.51% |
| 3 Months |
|
|
- |
| YTD |
|
|
+29.23% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.930 |
0.510 |
| 1M High / 1M Low: |
0.930 |
0.510 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/9/2025 |
0.930 |
| Low (YTD): |
1/6/2025 |
0.510 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.720 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.678 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
192.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |