JP Morgan Call 160 A 21.03.2025
/ DE000JF09E27
JP Morgan Call 160 A 21.03.2025/ DE000JF09E27 /
| 1/23/2025 2:50:58 PM |
Chg.-0.010 |
Bid3:03:40 PM |
Ask3:03:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
-2.44% |
0.400
Bid Size: 3,000 |
0.430
Ask Size: 3,000 |
Agilent Technologies |
160.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
JF09E2 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Agilent Technologies |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
12/23/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
32.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.24 |
| Parity: |
-0.71 |
| Time value: |
0.45 |
| Break-even: |
158.23 |
| Moneyness: |
0.95 |
| Premium: |
0.08 |
| Premium p.a.: |
0.63 |
| Spread abs.: |
0.05 |
| Spread %: |
12.50% |
| Delta: |
0.38 |
| Theta: |
-0.06 |
| Omega: |
12.54 |
| Rho: |
0.08 |
Quote data
| Open: |
0.400 |
| High: |
0.400 |
| Low: |
0.400 |
| Previous Close: |
0.410 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+90.48% |
| 1 Month |
|
|
+263.64% |
| 3 Months |
|
|
- |
| YTD |
|
|
+312.37% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.210 |
| 1M High / 1M Low: |
0.410 |
0.082 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/22/2025 |
0.410 |
| Low (YTD): |
1/3/2025 |
0.082 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.262 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.159 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
476.44% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |