JP Morgan Call 145 AMD 07.02.2025/  DE000JF2J3Q3  /

EUWAX
1/23/2025  11:50:11 AM Chg.0.000 Bid7:48:20 PM Ask7:48:20 PM Underlying Strike price Expiration date Option type
0.099EUR 0.00% 0.110
Bid Size: 125,000
0.120
Ask Size: 125,000
Advanced Micro Devic... 145.00 USD 2/7/2025 Call
 

Master data

WKN: JF2J3Q
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Advanced Micro Devices Inc
Type: Warrant
Option type: Call
Strike price: 145.00 USD
Maturity: 2/7/2025
Issue date: 1/17/2025
Last trading day: 2/6/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 95.19
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.70
Historic volatility: 0.44
Parity: -2.04
Time value: 0.12
Break-even: 140.57
Moneyness: 0.85
Premium: 0.18
Premium p.a.: 57.75
Spread abs.: 0.01
Spread %: 8.33%
Delta: 0.15
Theta: -0.13
Omega: 14.38
Rho: 0.01
 

Quote data

Open: 0.099
High: 0.099
Low: 0.099
Previous Close: 0.099
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

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6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   -
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Avg. price 6M:   -
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Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -