JP Morgan Call 17.5 CBK 21.02.2025
/ DE000JV950Z8
JP Morgan Call 17.5 CBK 21.02.202.../ DE000JV950Z8 /
| 1/9/2025 10:50:32 AM |
Chg.- |
Bid8:09:55 AM |
Ask8:09:55 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
- |
0.420
Bid Size: 7,500 |
0.490
Ask Size: 7,500 |
COMMERZBANK AG |
17.50 EUR |
2/21/2025 |
Call |
Master data
| WKN: |
JV950Z |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
COMMERZBANK AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
17.50 EUR |
| Maturity: |
2/21/2025 |
| Issue date: |
12/6/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
44.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.32 |
| Parity: |
-1.19 |
| Time value: |
0.37 |
| Break-even: |
17.87 |
| Moneyness: |
0.93 |
| Premium: |
0.10 |
| Premium p.a.: |
1.17 |
| Spread abs.: |
0.09 |
| Spread %: |
32.14% |
| Delta: |
0.31 |
| Theta: |
-0.01 |
| Omega: |
13.70 |
| Rho: |
0.01 |
Quote data
| Open: |
0.370 |
| High: |
0.370 |
| Low: |
0.370 |
| Previous Close: |
0.290 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+146.67% |
| 1 Month |
|
|
+117.65% |
| 3 Months |
|
|
- |
| YTD |
|
|
+105.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.370 |
0.150 |
| 1M High / 1M Low: |
0.370 |
0.140 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/9/2025 |
0.370 |
| Low (YTD): |
1/2/2025 |
0.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.236 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.184 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
323.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |