JP Morgan Call 150 AIR 17.01.2025
/ DE000JV2CFE6
JP Morgan Call 150 AIR 17.01.2025/ DE000JV2CFE6 /
| 1/10/2025 2:07:16 PM |
Chg.+0.170 |
Bid4:26:51 PM |
Ask4:26:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
+24.29% |
0.810
Bid Size: 50,000 |
0.830
Ask Size: 50,000 |
AIRBUS |
150.00 EUR |
1/17/2025 |
Call |
Master data
| WKN: |
JV2CFE |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AIRBUS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 EUR |
| Maturity: |
1/17/2025 |
| Issue date: |
10/23/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
17.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.69 |
| Intrinsic value: |
0.66 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.23 |
| Parity: |
0.66 |
| Time value: |
0.26 |
| Break-even: |
159.20 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
1.38 |
| Spread abs.: |
0.20 |
| Spread %: |
27.78% |
| Delta: |
0.71 |
| Theta: |
-0.33 |
| Omega: |
12.08 |
| Rho: |
0.02 |
Quote data
| Open: |
0.890 |
| High: |
0.890 |
| Low: |
0.840 |
| Previous Close: |
0.700 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.42% |
| 1 Month |
|
|
+2.35% |
| 3 Months |
|
|
- |
| YTD |
|
|
+20.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.980 |
0.700 |
| 1M High / 1M Low: |
1.160 |
0.650 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/2/2025 |
1.080 |
| Low (YTD): |
1/9/2025 |
0.700 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.878 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.901 |
| Avg. volume 1M: |
|
833.333 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
247.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |