JP Morgan Call 300 MAR 21.02.2025
/ DE000JV706B5
JP Morgan Call 300 MAR 21.02.2025/ DE000JV706B5 /
| 1/23/2025 9:56:26 AM |
Chg.+0.030 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
+16.67% |
-
Bid Size: - |
-
Ask Size: - |
Marriott Internation... |
300.00 USD |
2/21/2025 |
Call |
Master data
| WKN: |
JV706B |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Marriott International Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 USD |
| Maturity: |
2/21/2025 |
| Issue date: |
12/10/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
112.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.20 |
| Parity: |
-1.88 |
| Time value: |
0.24 |
| Break-even: |
290.64 |
| Moneyness: |
0.93 |
| Premium: |
0.08 |
| Premium p.a.: |
1.60 |
| Spread abs.: |
0.03 |
| Spread %: |
13.64% |
| Delta: |
0.21 |
| Theta: |
-0.11 |
| Omega: |
23.63 |
| Rho: |
0.04 |
Quote data
| Open: |
0.210 |
| High: |
0.210 |
| Low: |
0.210 |
| Previous Close: |
0.180 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.67% |
| 1 Month |
|
|
-69.12% |
| 3 Months |
|
|
- |
| YTD |
|
|
-58.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.180 |
0.160 |
| 1M High / 1M Low: |
0.680 |
0.130 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/2/2025 |
0.380 |
| Low (YTD): |
1/13/2025 |
0.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.170 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.269 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
292.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |