JP Morgan Call 1520 1N8 21.02.2025
/ DE000JV9WVK3
JP Morgan Call 1520 1N8 21.02.202.../ DE000JV9WVK3 /
| 1/23/2025 2:22:12 PM |
Chg.+0.010 |
Bid3:18:05 PM |
Ask3:18:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
+1.16% |
0.890
Bid Size: 75,000 |
0.900
Ask Size: 75,000 |
ADYEN N.V. E... |
1,520.00 EUR |
2/21/2025 |
Call |
Master data
| WKN: |
JV9WVK |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
ADYEN N.V. EO-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,520.00 EUR |
| Maturity: |
2/21/2025 |
| Issue date: |
11/29/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.41 |
| Parity: |
-0.13 |
| Time value: |
1.03 |
| Break-even: |
1,623.00 |
| Moneyness: |
0.99 |
| Premium: |
0.08 |
| Premium p.a.: |
1.55 |
| Spread abs.: |
0.20 |
| Spread %: |
24.10% |
| Delta: |
0.52 |
| Theta: |
-1.91 |
| Omega: |
7.62 |
| Rho: |
0.54 |
Quote data
| Open: |
0.870 |
| High: |
0.870 |
| Low: |
0.870 |
| Previous Close: |
0.860 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.41% |
| 1 Month |
|
|
+38.10% |
| 3 Months |
|
|
- |
| YTD |
|
|
+47.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.780 |
| 1M High / 1M Low: |
0.880 |
0.500 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/7/2025 |
0.880 |
| Low (YTD): |
1/13/2025 |
0.500 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.822 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.728 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
275.28% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |