JP Morgan Call 15 WBD 18.07.2025
/ DE000JF05VB8
JP Morgan Call 15 WBD 18.07.2025/ DE000JF05VB8 /
| 1/24/2025 9:27:32 AM |
Chg.+0.030 |
Bid8:27:37 PM |
Ask8:27:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
+6.25% |
0.520
Bid Size: 50,000 |
0.540
Ask Size: 50,000 |
Warner Brothers Disc... |
15.00 USD |
7/18/2025 |
Call |
Master data
| WKN: |
JF05VB |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Warner Brothers Discovery Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 USD |
| Maturity: |
7/18/2025 |
| Issue date: |
12/17/2024 |
| Last trading day: |
7/17/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.47 |
| Parity: |
-4.53 |
| Time value: |
0.58 |
| Break-even: |
14.98 |
| Moneyness: |
0.69 |
| Premium: |
0.52 |
| Premium p.a.: |
1.39 |
| Spread abs.: |
0.07 |
| Spread %: |
13.21% |
| Delta: |
0.27 |
| Theta: |
0.00 |
| Omega: |
4.61 |
| Rho: |
0.01 |
Quote data
| Open: |
0.510 |
| High: |
0.510 |
| Low: |
0.510 |
| Previous Close: |
0.480 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.33% |
| 1 Month |
|
|
-41.38% |
| 3 Months |
|
|
- |
| YTD |
|
|
-32.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.420 |
| 1M High / 1M Low: |
0.810 |
0.420 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/7/2025 |
0.810 |
| Low (YTD): |
1/21/2025 |
0.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.444 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.597 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.79% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |