JP Morgan Call 220 ADS 21.02.2025
/ DE000JV87VT5
JP Morgan Call 220 ADS 21.02.2025/ DE000JV87VT5 /
| 1/23/2025 2:09:31 PM |
Chg.- |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.73EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
ADIDAS AG NA O.N. |
220.00 - |
2/21/2025 |
Call |
Master data
| WKN: |
JV87VT |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
ADIDAS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 - |
| Maturity: |
2/21/2025 |
| Issue date: |
11/29/2024 |
| Last trading day: |
1/24/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.51 |
| Intrinsic value: |
3.45 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.26 |
| Parity: |
3.45 |
| Time value: |
0.30 |
| Break-even: |
257.50 |
| Moneyness: |
1.16 |
| Premium: |
0.01 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
0.54% |
| Delta: |
0.87 |
| Theta: |
-0.16 |
| Omega: |
5.89 |
| Rho: |
0.14 |
Quote data
| Open: |
3.75 |
| High: |
3.75 |
| Low: |
3.73 |
| Previous Close: |
4.03 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+51.63% |
| 1 Month |
|
|
+75.94% |
| 3 Months |
|
|
- |
| YTD |
|
|
+77.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.03 |
2.34 |
| 1M High / 1M Low: |
4.03 |
1.92 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/22/2025 |
4.03 |
| Low (YTD): |
1/2/2025 |
1.92 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.56 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
303.32% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |