JP Morgan Call 17 CBK 21.02.2025
/ DE000JV9WT61
JP Morgan Call 17 CBK 21.02.2025/ DE000JV9WT61 /
| 1/24/2025 2:48:50 PM |
Chg.+0.18 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.48EUR |
+13.85% |
-
Bid Size: - |
-
Ask Size: - |
COMMERZBANK AG |
17.00 EUR |
2/21/2025 |
Call |
Master data
| WKN: |
JV9WT6 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
COMMERZBANK AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
17.00 EUR |
| Maturity: |
2/21/2025 |
| Issue date: |
11/29/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.37 |
| Intrinsic value: |
1.14 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.32 |
| Parity: |
1.14 |
| Time value: |
0.42 |
| Break-even: |
18.55 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.10 |
| Spread %: |
6.90% |
| Delta: |
0.73 |
| Theta: |
-0.01 |
| Omega: |
8.56 |
| Rho: |
0.01 |
Quote data
| Open: |
1.48 |
| High: |
1.48 |
| Low: |
1.48 |
| Previous Close: |
1.30 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+66.29% |
| 1 Month |
|
|
+640.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
+469.23% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.42 |
0.89 |
| 1M High / 1M Low: |
1.42 |
0.22 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/20/2025 |
1.42 |
| Low (YTD): |
1/2/2025 |
0.22 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.24 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.68 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
265.63% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |