JP Morgan Call 150 BIIB 17.04.2025
/ DE000JF0FZL6
JP Morgan Call 150 BIIB 17.04.202.../ DE000JF0FZL6 /
| 1/24/2025 12:19:49 PM |
Chg.+0.100 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
+12.99% |
-
Bid Size: - |
-
Ask Size: - |
Biogen Inc |
150.00 USD |
4/17/2025 |
Call |
Master data
| WKN: |
JF0FZL |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
4/17/2025 |
| Issue date: |
12/23/2024 |
| Last trading day: |
4/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.24 |
| Parity: |
-0.36 |
| Time value: |
0.98 |
| Break-even: |
152.74 |
| Moneyness: |
0.97 |
| Premium: |
0.10 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
0.05 |
| Spread %: |
5.10% |
| Delta: |
0.50 |
| Theta: |
-0.07 |
| Omega: |
7.10 |
| Rho: |
0.13 |
Quote data
| Open: |
0.870 |
| High: |
0.870 |
| Low: |
0.870 |
| Previous Close: |
0.770 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.82% |
| 1 Month |
|
|
-44.23% |
| 3 Months |
|
|
- |
| YTD |
|
|
-42.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.770 |
| 1M High / 1M Low: |
1.630 |
0.770 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/2/2025 |
1.630 |
| Low (YTD): |
1/23/2025 |
0.770 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.808 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.207 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.14% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |