JP Morgan Call 40 BKR 18.07.2025
/ DE000JF137R9
JP Morgan Call 40 BKR 18.07.2025/ DE000JF137R9 /
| 1/9/2025 4:11:35 PM |
Chg.- |
Bid1:23:50 PM |
Ask1:23:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
- |
0.640
Bid Size: 10,000 |
0.660
Ask Size: 10,000 |
Baker Hughes Company |
40.00 USD |
7/18/2025 |
Call |
Master data
| WKN: |
JF137R |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Baker Hughes Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 USD |
| Maturity: |
7/18/2025 |
| Issue date: |
12/27/2024 |
| Last trading day: |
7/17/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.33 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.26 |
| Parity: |
0.33 |
| Time value: |
0.32 |
| Break-even: |
45.35 |
| Moneyness: |
1.09 |
| Premium: |
0.08 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.05 |
| Spread %: |
8.06% |
| Delta: |
0.69 |
| Theta: |
-0.01 |
| Omega: |
4.48 |
| Rho: |
0.12 |
Quote data
| Open: |
0.580 |
| High: |
0.580 |
| Low: |
0.580 |
| Previous Close: |
0.600 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.83% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
+38.10% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.600 |
0.480 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/8/2025 |
0.600 |
| Low (YTD): |
1/2/2025 |
0.440 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.550 |
| 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: |
|
- |