JP Morgan Call 155 BIIB 18.07.2025
/ DE000JF0P5S8
JP Morgan Call 155 BIIB 18.07.202.../ DE000JF0P5S8 /
| 1/24/2025 9:30:24 AM |
Chg.+0.02 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.27EUR |
+1.60% |
-
Bid Size: - |
-
Ask Size: - |
Biogen Inc |
155.00 USD |
7/18/2025 |
Call |
Master data
| WKN: |
JF0P5S |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 USD |
| Maturity: |
7/18/2025 |
| Issue date: |
12/17/2024 |
| Last trading day: |
7/17/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.24 |
| Parity: |
-0.84 |
| Time value: |
1.38 |
| Break-even: |
161.51 |
| Moneyness: |
0.94 |
| Premium: |
0.16 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.07 |
| Spread %: |
5.07% |
| Delta: |
0.50 |
| Theta: |
-0.05 |
| Omega: |
5.03 |
| Rho: |
0.27 |
Quote data
| Open: |
1.27 |
| High: |
1.27 |
| Low: |
1.27 |
| Previous Close: |
1.25 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.60% |
| 1 Month |
|
|
-29.83% |
| 3 Months |
|
|
- |
| YTD |
|
|
-35.20% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.27 |
1.13 |
| 1M High / 1M Low: |
1.96 |
1.13 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/2/2025 |
1.94 |
| Low (YTD): |
1/21/2025 |
1.13 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.19 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.57 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |