JP Morgan Call 294 ALV 17.01.2025
/ DE000JV3NUA8
JP Morgan Call 294 ALV 17.01.2025/ DE000JV3NUA8 /
| 1/9/2025 12:15:39 PM |
Chg.-0.260 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.680EUR |
-27.66% |
-
Bid Size: - |
-
Ask Size: - |
ALLIANZ SE NA O.N. |
294.00 EUR |
1/17/2025 |
Call |
Master data
| WKN: |
JV3NUA |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
ALLIANZ SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
294.00 EUR |
| Maturity: |
1/17/2025 |
| Issue date: |
10/28/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
30.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.81 |
| Intrinsic value: |
0.76 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.15 |
| Parity: |
0.76 |
| Time value: |
0.22 |
| Break-even: |
303.80 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.10 |
| Spread %: |
11.36% |
| Delta: |
0.74 |
| Theta: |
-0.27 |
| Omega: |
22.80 |
| Rho: |
0.05 |
Quote data
| Open: |
0.680 |
| High: |
0.680 |
| Low: |
0.680 |
| Previous Close: |
0.940 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+61.90% |
| 1 Month |
|
|
-39.29% |
| 3 Months |
|
|
- |
| YTD |
|
|
+17.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.940 |
0.420 |
| 1M High / 1M Low: |
1.220 |
0.380 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/8/2025 |
0.940 |
| Low (YTD): |
1/2/2025 |
0.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.604 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.776 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
409.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |