JP Morgan Call 23 KMI 21.03.2025
/ DE000JV0S8M9
JP Morgan Call 23 KMI 21.03.2025/ DE000JV0S8M9 /
| 1/23/2025 10:28:36 AM |
Chg.- |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.770EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Kinder Morgan Inc |
23.00 - |
3/21/2025 |
Call |
Master data
| WKN: |
JV0S8M |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Kinder Morgan Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
23.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
10/4/2024 |
| Last trading day: |
1/24/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.58 |
| Implied volatility: |
1.02 |
| Historic volatility: |
0.18 |
| Parity: |
0.58 |
| Time value: |
0.19 |
| Break-even: |
30.70 |
| Moneyness: |
1.25 |
| Premium: |
0.06 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
-0.03 |
| Spread %: |
-3.75% |
| Delta: |
0.78 |
| Theta: |
-0.03 |
| Omega: |
2.93 |
| Rho: |
0.02 |
Quote data
| Open: |
0.770 |
| High: |
0.770 |
| Low: |
0.770 |
| Previous Close: |
0.810 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.45% |
| 1 Month |
|
|
+75.00% |
| 3 Months |
|
|
+148.39% |
| YTD |
|
|
+71.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.810 |
0.730 |
| 1M High / 1M Low: |
0.810 |
0.450 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/22/2025 |
0.810 |
| Low (YTD): |
1/2/2025 |
0.490 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.760 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.597 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.99% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |