JP Morgan Call 165 BIIB 18.07.2025
/ DE000JF0P5T6
JP Morgan Call 165 BIIB 18.07.202.../ DE000JF0P5T6 /
| 1/24/2025 9:30:24 AM |
Chg.+0.020 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.950EUR |
+2.15% |
-
Bid Size: - |
-
Ask Size: - |
Biogen Inc |
165.00 USD |
7/18/2025 |
Call |
Master data
| WKN: |
JF0P5T |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 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: |
13.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.24 |
| Parity: |
-1.79 |
| Time value: |
1.06 |
| Break-even: |
167.80 |
| Moneyness: |
0.89 |
| Premium: |
0.20 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.07 |
| Spread %: |
6.73% |
| Delta: |
0.42 |
| Theta: |
-0.05 |
| Omega: |
5.47 |
| Rho: |
0.23 |
Quote data
| Open: |
0.950 |
| High: |
0.950 |
| Low: |
0.950 |
| Previous Close: |
0.930 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.06% |
| 1 Month |
|
|
-34.48% |
| 3 Months |
|
|
- |
| YTD |
|
|
-39.49% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.950 |
0.830 |
| 1M High / 1M Low: |
1.570 |
0.830 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/2/2025 |
1.540 |
| Low (YTD): |
1/21/2025 |
0.830 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.880 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.211 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.40% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |