JP Morgan Call 1720 1N8 21.02.2025
/ DE000JF1LFQ3
JP Morgan Call 1720 1N8 21.02.202.../ DE000JF1LFQ3 /
| 1/22/2025 10:53:25 AM |
Chg.- |
Bid9:44:57 AM |
Ask9:44:57 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
- |
0.230
Bid Size: 75,000 |
0.250
Ask Size: 75,000 |
ADYEN N.V. E... |
1,720.00 EUR |
2/21/2025 |
Call |
Master data
| WKN: |
JF1LFQ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
ADYEN N.V. EO-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,720.00 EUR |
| Maturity: |
2/21/2025 |
| Issue date: |
1/8/2025 |
| Last trading day: |
2/20/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
35.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.41 |
| Parity: |
-2.13 |
| Time value: |
0.42 |
| Break-even: |
1,762.00 |
| Moneyness: |
0.88 |
| Premium: |
0.17 |
| Premium p.a.: |
6.18 |
| Spread abs.: |
0.20 |
| Spread %: |
90.91% |
| Delta: |
0.27 |
| Theta: |
-1.62 |
| Omega: |
9.69 |
| Rho: |
0.29 |
Quote data
| Open: |
0.240 |
| High: |
0.240 |
| Low: |
0.240 |
| Previous Close: |
0.220 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.220 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.234 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |