JP Morgan Call 48 ENR 21.02.2025
/ DE000JV8RWB2
JP Morgan Call 48 ENR 21.02.2025/ DE000JV8RWB2 /
| 1/24/2025 11:22:20 AM |
Chg.+0.360 |
Bid9:11:37 PM |
Ask9:11:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.290EUR |
+38.71% |
1.280
Bid Size: 15,000 |
1.300
Ask Size: 15,000 |
SIEMENS ENERGY AG NA... |
48.00 EUR |
2/21/2025 |
Call |
Master data
| WKN: |
JV8RWB |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
SIEMENS ENERGY AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 EUR |
| Maturity: |
2/21/2025 |
| Issue date: |
12/12/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.10 |
| Intrinsic value: |
1.08 |
| Implied volatility: |
0.79 |
| Historic volatility: |
0.45 |
| Parity: |
1.08 |
| Time value: |
0.12 |
| Break-even: |
60.00 |
| Moneyness: |
1.23 |
| Premium: |
0.02 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.02 |
| Spread %: |
1.69% |
| Delta: |
0.85 |
| Theta: |
-0.06 |
| Omega: |
4.17 |
| Rho: |
0.03 |
Quote data
| Open: |
1.290 |
| High: |
1.290 |
| Low: |
1.290 |
| Previous Close: |
0.930 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+101.56% |
| 1 Month |
|
|
+92.54% |
| 3 Months |
|
|
- |
| YTD |
|
|
+134.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.990 |
0.510 |
| 1M High / 1M Low: |
0.990 |
0.460 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/22/2025 |
0.990 |
| Low (YTD): |
1/13/2025 |
0.460 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.720 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.640 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
393.74% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |