JP Morgan Call 29 R6C0 21.02.2025
/ DE000JF1VXG6
JP Morgan Call 29 R6C0 21.02.2025/ DE000JF1VXG6 /
| 1/23/2025 9:35:10 AM |
Chg.-0.030 |
Bid1/23/2025 |
Ask1/23/2025 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
-9.09% |
0.300
Bid Size: 200,000 |
0.310
Ask Size: 200,000 |
SHELL PLC |
29.00 EUR |
2/21/2025 |
Call |
Master data
| WKN: |
JF1VXG |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
SHELL PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
29.00 EUR |
| Maturity: |
2/21/2025 |
| Issue date: |
12/27/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.26 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.18 |
| Parity: |
0.26 |
| Time value: |
0.07 |
| Break-even: |
32.30 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.05 |
| Spread %: |
17.86% |
| Delta: |
0.77 |
| Theta: |
-0.02 |
| Omega: |
7.40 |
| Rho: |
0.02 |
Quote data
| Open: |
0.300 |
| High: |
0.300 |
| Low: |
0.300 |
| Previous Close: |
0.330 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.09% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
+150.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.330 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/21/2025 |
0.350 |
| Low (YTD): |
1/2/2025 |
0.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.342 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |