JP Morgan Call 40 SLB 16.05.2025
/ DE000JV46C73
JP Morgan Call 40 SLB 16.05.2025/ DE000JV46C73 /
| 1/24/2025 9:13:37 AM |
Chg.+0.030 |
Bid1/24/2025 |
Ask1/24/2025 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
+8.33% |
0.390
Bid Size: 7,500 |
0.400
Ask Size: 7,500 |
Schlumberger Ltd |
40.00 USD |
5/16/2025 |
Call |
Master data
| WKN: |
JV46C7 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Schlumberger Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 USD |
| Maturity: |
5/16/2025 |
| Issue date: |
11/5/2024 |
| Last trading day: |
5/15/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.26 |
| Parity: |
0.16 |
| Time value: |
0.20 |
| Break-even: |
41.99 |
| Moneyness: |
1.04 |
| Premium: |
0.05 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.01 |
| Spread %: |
2.78% |
| Delta: |
0.65 |
| Theta: |
-0.01 |
| Omega: |
7.30 |
| Rho: |
0.07 |
Quote data
| Open: |
0.390 |
| High: |
0.390 |
| Low: |
0.390 |
| Previous Close: |
0.360 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.41% |
| 1 Month |
|
|
+85.71% |
| 3 Months |
|
|
- |
| YTD |
|
|
+77.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.620 |
0.360 |
| 1M High / 1M Low: |
0.620 |
0.210 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/20/2025 |
0.620 |
| Low (YTD): |
1/9/2025 |
0.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.494 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.332 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
310.55% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |