JP Morgan Call 230 SAP 21.02.2025
/ DE000JV8AEU6
JP Morgan Call 230 SAP 21.02.2025/ DE000JV8AEU6 /
| 1/23/2025 2:10:34 PM |
Chg.-0.26 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.23EUR |
-7.45% |
-
Bid Size: - |
-
Ask Size: - |
SAP SE O.N. |
230.00 EUR |
2/21/2025 |
Call |
Master data
| WKN: |
JV8AEU |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
SAP SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 EUR |
| Maturity: |
2/21/2025 |
| Issue date: |
11/29/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.29 |
| Intrinsic value: |
3.23 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.23 |
| Parity: |
3.23 |
| Time value: |
0.28 |
| Break-even: |
265.10 |
| Moneyness: |
1.14 |
| Premium: |
0.01 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.10 |
| Spread %: |
2.93% |
| Delta: |
0.87 |
| Theta: |
-0.14 |
| Omega: |
6.50 |
| Rho: |
0.15 |
Quote data
| Open: |
3.29 |
| High: |
3.29 |
| Low: |
3.23 |
| Previous Close: |
3.49 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.61% |
| 1 Month |
|
|
+112.50% |
| 3 Months |
|
|
- |
| YTD |
|
|
+129.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.49 |
2.77 |
| 1M High / 1M Low: |
3.49 |
1.35 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/22/2025 |
3.49 |
| Low (YTD): |
1/3/2025 |
1.35 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.97 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.12 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
158.55% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |