JP Morgan Call 26 SMCI 21.03.2025
/ DE000JV4YA32
JP Morgan Call 26 SMCI 21.03.2025/ DE000JV4YA32 /
| 1/23/2025 9:12:10 AM |
Chg.+0.040 |
Bid8:28:30 PM |
Ask8:28:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.990EUR |
+4.21% |
0.990
Bid Size: 300,000 |
1.000
Ask Size: 300,000 |
Super Micro Computer... |
26.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
JV4YA3 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Super Micro Computer Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
26.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
11/5/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.96 |
| Intrinsic value: |
0.76 |
| Implied volatility: |
1.16 |
| Historic volatility: |
1.08 |
| Parity: |
0.76 |
| Time value: |
0.23 |
| Break-even: |
34.88 |
| Moneyness: |
1.30 |
| Premium: |
0.07 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
0.01 |
| Spread %: |
0.98% |
| Delta: |
0.79 |
| Theta: |
-0.04 |
| Omega: |
2.60 |
| Rho: |
0.02 |
Quote data
| Open: |
0.990 |
| High: |
0.990 |
| Low: |
0.990 |
| Previous Close: |
0.950 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.24% |
| 1 Month |
|
|
+4.21% |
| 3 Months |
|
|
- |
| YTD |
|
|
+10.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.950 |
0.780 |
| 1M High / 1M Low: |
1.230 |
0.780 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/7/2025 |
1.230 |
| Low (YTD): |
1/20/2025 |
0.780 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.846 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.913 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
186.70% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |