OverviewChartNewsTraderScreen

JP Morgan Call 125 BEI 21.02.2025/  DE000JF12Q44  /

EUWAX
1/10/2025  10:23:16 AM Chg.-0.100 Bid11:56:08 AM Ask11:56:08 AM Underlying Strike price Expiration date Option type
0.470EUR -17.54% 0.480
Bid Size: 25,000		 0.490
Ask Size: 25,000		 BEIERSDORF AG O.N. 125.00 EUR 2/21/2025 Call
 

Master data

WKN: JF12Q4
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: BEIERSDORF AG O.N.
Type: Warrant
Option type: Call
Strike price: 125.00 EUR
Maturity: 2/21/2025
Issue date: 1/8/2025
Last trading day: 2/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 20.33
Leverage: Yes

Calculated values

Fair value: 0.48
Intrinsic value: 0.31
Implied volatility: 0.25
Historic volatility: 0.16
Parity: 0.31
Time value: 0.32
Break-even: 131.30
Moneyness: 1.02
Premium: 0.02
Premium p.a.: 0.24
Spread abs.: 0.07
Spread %: 12.50%
Delta: 0.64
Theta: -0.05
Omega: 13.08
Rho: 0.09
 

Quote data

Open: 0.470
High: 0.470
Low: 0.470
Previous Close: 0.570
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     -
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
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:   -