JP Morgan Call 255 CEG 17.01.2025
/ DE000JV0N1G1
JP Morgan Call 255 CEG 17.01.2025/ DE000JV0N1G1 /
| 1/9/2025 8:56:12 AM |
Chg.-0.500 |
Bid4:06:51 PM |
Ask4:06:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
-61.73% |
0.370
Bid Size: 3,000 |
0.430
Ask Size: 3,000 |
Constellation Energy... |
255.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
JV0N1G |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Constellation Energy Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
255.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
9/24/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
84.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.51 |
| Parity: |
-1.08 |
| Time value: |
0.28 |
| Break-even: |
250.06 |
| Moneyness: |
0.96 |
| Premium: |
0.06 |
| Premium p.a.: |
11.91 |
| Spread abs.: |
0.01 |
| Spread %: |
3.57% |
| Delta: |
0.28 |
| Theta: |
-0.36 |
| Omega: |
23.51 |
| Rho: |
0.01 |
Quote data
| Open: |
0.310 |
| High: |
0.310 |
| Low: |
0.310 |
| Previous Close: |
0.810 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+219.59% |
| 1 Month |
|
|
-78.77% |
| 3 Months |
|
|
-92.31% |
| YTD |
|
|
+121.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.510 |
0.097 |
| 1M High / 1M Low: |
1.510 |
0.097 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/7/2025 |
1.510 |
| Low (YTD): |
1/2/2025 |
0.097 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.755 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.629 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,546.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |