JP Morgan Call 284 ALV 17.01.2025
/ DE000JV4EZC0
JP Morgan Call 284 ALV 17.01.2025/ DE000JV4EZC0 /
| 1/9/2025 10:57:44 AM |
Chg.-0.20 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.64EUR |
-10.87% |
-
Bid Size: - |
-
Ask Size: - |
ALLIANZ SE NA O.N. |
284.00 EUR |
1/17/2025 |
Call |
Master data
| WKN: |
JV4EZC |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
ALLIANZ SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
284.00 EUR |
| Maturity: |
1/17/2025 |
| Issue date: |
11/14/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
15.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.78 |
| Intrinsic value: |
1.76 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.15 |
| Parity: |
1.76 |
| Time value: |
0.17 |
| Break-even: |
303.30 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.10 |
| Spread %: |
5.46% |
| Delta: |
0.85 |
| Theta: |
-0.29 |
| Omega: |
13.23 |
| Rho: |
0.05 |
Quote data
| Open: |
1.64 |
| High: |
1.64 |
| Low: |
1.64 |
| Previous Close: |
1.84 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.59% |
| 1 Month |
|
|
-18.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
+20.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.84 |
1.18 |
| 1M High / 1M Low: |
2.08 |
1.13 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/8/2025 |
1.84 |
| Low (YTD): |
1/6/2025 |
1.18 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.46 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.62 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
206.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |