JP Morgan Call 250 ADS 21.02.2025
/ DE000JV8THG8
JP Morgan Call 250 ADS 21.02.2025/ DE000JV8THG8 /
| 1/10/2025 11:27:09 AM |
Chg.+0.120 |
Bid12:13:55 PM |
Ask12:13:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.880EUR |
+15.79% |
0.870
Bid Size: 20,000 |
0.880
Ask Size: 20,000 |
ADIDAS AG NA O.N. |
250.00 EUR |
2/21/2025 |
Call |
Master data
| WKN: |
JV8THG |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
ADIDAS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 EUR |
| Maturity: |
2/21/2025 |
| Issue date: |
11/29/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
27.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.26 |
| Parity: |
-0.40 |
| Time value: |
0.90 |
| Break-even: |
259.00 |
| Moneyness: |
0.98 |
| Premium: |
0.05 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
0.09 |
| Spread %: |
11.11% |
| Delta: |
0.47 |
| Theta: |
-0.13 |
| Omega: |
12.93 |
| Rho: |
0.12 |
Quote data
| Open: |
0.880 |
| High: |
0.880 |
| Low: |
0.880 |
| Previous Close: |
0.760 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+100.00% |
| 1 Month |
|
|
+17.33% |
| 3 Months |
|
|
- |
| YTD |
|
|
+83.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.440 |
| 1M High / 1M Low: |
0.900 |
0.420 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/9/2025 |
0.760 |
| Low (YTD): |
1/2/2025 |
0.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.644 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.672 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
198.40% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |