JP Morgan Call 125 BEI 21.03.2025
/ DE000JT8KKA8
JP Morgan Call 125 BEI 21.03.2025/ DE000JT8KKA8 /
| 1/10/2025 8:39:01 AM |
Chg.+0.020 |
Bid11:43:24 AM |
Ask11:43:24 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
+2.86% |
0.650
Bid Size: 25,000 |
0.660
Ask Size: 25,000 |
BEIERSDORF AG O.N. |
125.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
JT8KKA |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
BEIERSDORF AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
8/13/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
16.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.57 |
| Intrinsic value: |
0.31 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.16 |
| Parity: |
0.31 |
| Time value: |
0.48 |
| Break-even: |
132.90 |
| Moneyness: |
1.02 |
| Premium: |
0.04 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.07 |
| Spread %: |
9.72% |
| Delta: |
0.62 |
| Theta: |
-0.05 |
| Omega: |
10.13 |
| Rho: |
0.14 |
Quote data
| Open: |
0.720 |
| High: |
0.720 |
| Low: |
0.720 |
| Previous Close: |
0.700 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+56.52% |
| 1 Month |
|
|
+30.91% |
| 3 Months |
|
|
-44.62% |
| YTD |
|
|
+63.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.400 |
| 1M High / 1M Low: |
0.700 |
0.400 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/9/2025 |
0.700 |
| Low (YTD): |
1/6/2025 |
0.400 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.508 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.503 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
207.91% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |