JP Morgan Call 43200 DJI2MN 21.02.../  DE000JF0QV00  /

EUWAX
1/22/2025  12:27:14 PM Chg.+0.30 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
1.29EUR +30.30% -
Bid Size: -
-
Ask Size: -
Dow Jones Industrial... 43,200.00 USD 2/21/2025 Call
 

Master data

WKN: JF0QV0
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Dow Jones Industrial Average (2 Minute) Price
Type: Warrant
Option type: Call
Strike price: 43,200.00 USD
Maturity: 2/21/2025
Issue date: 12/20/2024
Last trading day: 2/20/2025
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: 32.30
Leverage: Yes

Calculated values

Fair value: 1.08
Intrinsic value: 0.79
Implied volatility: 0.16
Historic volatility: 0.11
Parity: 0.79
Time value: 0.52
Break-even: 42,825.31
Moneyness: 1.02
Premium: 0.01
Premium p.a.: 0.16
Spread abs.: 0.09
Spread %: 7.38%
Delta: 0.68
Theta: -13.95
Omega: 22.03
Rho: 22.65
 

Quote data

Open: 1.29
High: 1.29
Low: 1.29
Previous Close: 0.99
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+67.53%
1 Month  
+26.47%
3 Months     -
YTD  
+61.25%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.29 0.77
1M High / 1M Low: 1.29 0.41
6M High / 6M Low: - -
High (YTD): 1/22/2025 1.29
Low (YTD): 1/13/2025 0.41
52W High: - -
52W Low: - -
Avg. price 1W:   0.95
Avg. volume 1W:   0.00
Avg. price 1M:   0.76
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   246.45%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -