JP Morgan Call 16 NDX1 21.03.2025
/ DE000JT7ZG28
JP Morgan Call 16 NDX1 21.03.2025/ DE000JT7ZG28 /
| 1/10/2025 3:29:27 PM |
Chg.+0.011 |
Bid4:09:28 PM |
Ask4:09:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.096EUR |
+12.94% |
0.083
Bid Size: 1,000 |
0.380
Ask Size: 1,000 |
NORDEX SE O.N. |
16.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
JT7ZG2 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
8/13/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
18.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.94 |
| Historic volatility: |
0.40 |
| Parity: |
-4.81 |
| Time value: |
0.59 |
| Break-even: |
16.59 |
| Moneyness: |
0.70 |
| Premium: |
0.48 |
| Premium p.a.: |
6.79 |
| Spread abs.: |
0.50 |
| Spread %: |
586.05% |
| Delta: |
0.26 |
| Theta: |
-0.01 |
| Omega: |
4.89 |
| Rho: |
0.00 |
Quote data
| Open: |
0.096 |
| High: |
0.100 |
| Low: |
0.092 |
| Previous Close: |
0.085 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.00% |
| 1 Month |
|
|
-36.00% |
| 3 Months |
|
|
-89.09% |
| YTD |
|
|
+6.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.160 |
0.077 |
| 1M High / 1M Low: |
0.160 |
0.077 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/3/2025 |
0.160 |
| Low (YTD): |
1/8/2025 |
0.077 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.120 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.126 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
296.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |