JP Morgan Call 142 MRK 21.02.2025
/ DE000JV87VH0
JP Morgan Call 142 MRK 21.02.2025/ DE000JV87VH0 /
| 1/24/2025 2:32:19 PM |
Chg.0.000 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.620EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
MERCK KGAA O.N. |
142.00 EUR |
2/21/2025 |
Call |
Master data
| WKN: |
JV87VH |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
MERCK KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
142.00 EUR |
| Maturity: |
2/21/2025 |
| Issue date: |
11/29/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
22.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.31 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.23 |
| Parity: |
0.31 |
| Time value: |
0.34 |
| Break-even: |
148.40 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.07 |
| Spread %: |
12.28% |
| Delta: |
0.63 |
| Theta: |
-0.09 |
| Omega: |
14.29 |
| Rho: |
0.06 |
Quote data
| Open: |
0.620 |
| High: |
0.620 |
| Low: |
0.620 |
| Previous Close: |
0.620 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.90% |
| 1 Month |
|
|
+63.16% |
| 3 Months |
|
|
- |
| YTD |
|
|
+58.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.620 |
0.430 |
| 1M High / 1M Low: |
0.650 |
0.390 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/7/2025 |
0.650 |
| Low (YTD): |
1/3/2025 |
0.400 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.548 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.511 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
245.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |