JP Morgan Call 125 NKE 15.01.2027
/ DE000JF1AU08
JP Morgan Call 125 NKE 15.01.2027/ DE000JF1AU08 /
| 24/01/2025 13:53:25 |
Chg.+0.010 |
Bid21:45:43 |
Ask21:45:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
+3.45% |
0.280
Bid Size: 100,000 |
0.310
Ask Size: 100,000 |
Nike Inc |
125.00 USD |
15/01/2027 |
Call |
Master data
| WKN: |
JF1AU0 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Nike Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 USD |
| Maturity: |
15/01/2027 |
| Issue date: |
19/12/2024 |
| Last trading day: |
14/01/2027 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
20.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.30 |
| Parity: |
-4.87 |
| Time value: |
0.35 |
| Break-even: |
123.47 |
| Moneyness: |
0.59 |
| Premium: |
0.73 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.06 |
| Spread %: |
20.00% |
| Delta: |
0.22 |
| Theta: |
-0.01 |
| Omega: |
4.59 |
| Rho: |
0.25 |
Quote data
| Open: |
0.300 |
| High: |
0.300 |
| Low: |
0.300 |
| Previous Close: |
0.290 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.00% |
| 1 Month |
|
|
-21.05% |
| 3 Months |
|
|
- |
| YTD |
|
|
-11.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.240 |
| 1M High / 1M Low: |
0.360 |
0.240 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
02/01/2025 |
0.340 |
| Low (YTD): |
21/01/2025 |
0.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.264 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.283 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.31% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |