JP Morgan Call 15.5 CBK 20.06.2025
/ DE000JB1X0Y5
JP Morgan Call 15.5 CBK 20.06.202.../ DE000JB1X0Y5 /
| 1/23/2025 10:21:12 AM |
Chg.- |
Bid10:19:32 AM |
Ask10:19:32 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.02EUR |
- |
3.17
Bid Size: 15,000 |
3.19
Ask Size: 15,000 |
COMMERZBANK AG |
15.50 EUR |
6/20/2025 |
Call |
Master data
| WKN: |
JB1X0Y |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
COMMERZBANK AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.50 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
9/27/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.19 |
| Intrinsic value: |
2.64 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.32 |
| Parity: |
2.64 |
| Time value: |
0.69 |
| Break-even: |
18.82 |
| Moneyness: |
1.17 |
| Premium: |
0.04 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.10 |
| Spread %: |
3.11% |
| Delta: |
0.80 |
| Theta: |
0.00 |
| Omega: |
4.38 |
| Rho: |
0.05 |
Quote data
| Open: |
3.02 |
| High: |
3.02 |
| Low: |
3.02 |
| Previous Close: |
2.98 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.39% |
| 1 Month |
|
|
+120.44% |
| 3 Months |
|
|
+36.04% |
| YTD |
|
|
+105.44% |
| 1 Year |
|
|
+350.75% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.09 |
2.64 |
| 1M High / 1M Low: |
3.09 |
1.42 |
| 6M High / 6M Low: |
3.09 |
0.52 |
| High (YTD): |
1/20/2025 |
3.09 |
| Low (YTD): |
1/3/2025 |
1.42 |
| 52W High: |
1/20/2025 |
3.09 |
| 52W Low: |
3/5/2024 |
0.47 |
| Avg. price 1W: |
|
2.93 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.19 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.67 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.51 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
93.94% |
| Volatility 6M: |
|
255.92% |
| Volatility 1Y: |
|
199.09% |
| Volatility 3Y: |
|
- |