JP Morgan Call 42 BKR 17.04.2025
/ DE000JF0TZS2
JP Morgan Call 42 BKR 17.04.2025/ DE000JF0TZS2 /
| 1/23/2025 3:58:45 PM |
Chg.-0.040 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
-7.27% |
-
Bid Size: - |
-
Ask Size: - |
Baker Hughes Company |
42.00 USD |
4/17/2025 |
Call |
Master data
| WKN: |
JF0TZS |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Baker Hughes Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 USD |
| Maturity: |
4/17/2025 |
| Issue date: |
12/20/2024 |
| Last trading day: |
4/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.26 |
| Parity: |
0.37 |
| Time value: |
0.12 |
| Break-even: |
45.25 |
| Moneyness: |
1.09 |
| Premium: |
0.03 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
4.08% |
| Delta: |
0.76 |
| Theta: |
-0.01 |
| Omega: |
6.83 |
| Rho: |
0.07 |
Quote data
| Open: |
0.500 |
| High: |
0.510 |
| Low: |
0.500 |
| Previous Close: |
0.550 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.56% |
| 1 Month |
|
|
+155.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
+131.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.660 |
0.540 |
| 1M High / 1M Low: |
0.660 |
0.200 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/20/2025 |
0.660 |
| Low (YTD): |
1/3/2025 |
0.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.590 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.403 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
173.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |