JP Morgan Call 295 SAP 21.02.2025
/ DE000JV9LR25
JP Morgan Call 295 SAP 21.02.2025/ DE000JV9LR25 /
| 1/23/2025 10:57:09 AM |
Chg.-0.010 |
Bid7:06:13 PM |
Ask7:06:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
-7.14% |
0.150
Bid Size: 5,000 |
0.210
Ask Size: 5,000 |
SAP SE O.N. |
295.00 EUR |
2/21/2025 |
Call |
Master data
| WKN: |
JV9LR2 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
SAP SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
295.00 EUR |
| Maturity: |
2/21/2025 |
| Issue date: |
12/6/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
109.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.23 |
| Parity: |
-3.27 |
| Time value: |
0.24 |
| Break-even: |
297.40 |
| Moneyness: |
0.89 |
| Premium: |
0.13 |
| Premium p.a.: |
3.86 |
| Spread abs.: |
0.10 |
| Spread %: |
71.43% |
| Delta: |
0.16 |
| Theta: |
-0.13 |
| Omega: |
17.86 |
| Rho: |
0.03 |
Quote data
| Open: |
0.130 |
| High: |
0.130 |
| Low: |
0.130 |
| Previous Close: |
0.140 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.00% |
| 1 Month |
|
|
+132.14% |
| 3 Months |
|
|
- |
| YTD |
|
|
+225.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.140 |
0.097 |
| 1M High / 1M Low: |
0.140 |
0.032 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/22/2025 |
0.140 |
| Low (YTD): |
1/6/2025 |
0.032 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.109 |
| Avg. volume 1W: |
|
4,000 |
| Avg. price 1M: |
|
0.072 |
| Avg. volume 1M: |
|
1,111.111 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
288.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |