JP Morgan Call 265 SND 21.02.2025
/ DE000JV90ZE2
JP Morgan Call 265 SND 21.02.2025/ DE000JV90ZE2 /
| 1/24/2025 2:38:33 PM |
Chg.+0.08 |
Bid3:01:11 PM |
Ask3:01:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.30EUR |
+6.56% |
1.27
Bid Size: 50,000 |
1.29
Ask Size: 50,000 |
SCHNEIDER ELEC. INH.... |
265.00 EUR |
2/21/2025 |
Call |
Master data
| WKN: |
JV90ZE |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
SCHNEIDER ELEC. INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
265.00 EUR |
| Maturity: |
2/21/2025 |
| Issue date: |
11/29/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
15.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.12 |
| Intrinsic value: |
0.67 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.24 |
| Parity: |
0.67 |
| Time value: |
1.09 |
| Break-even: |
282.60 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
0.67 |
| Spread abs.: |
0.30 |
| Spread %: |
20.55% |
| Delta: |
0.61 |
| Theta: |
-0.25 |
| Omega: |
9.40 |
| Rho: |
0.11 |
Quote data
| Open: |
1.30 |
| High: |
1.30 |
| Low: |
1.30 |
| Previous Close: |
1.22 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+80.56% |
| 1 Month |
|
|
+400.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
+441.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.39 |
0.72 |
| 1M High / 1M Low: |
1.39 |
0.19 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/22/2025 |
1.39 |
| Low (YTD): |
1/2/2025 |
0.19 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.97 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.56 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
502.19% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |