JP Morgan Call 50 ENR 21.02.2025
/ DE000JV9P533
JP Morgan Call 50 ENR 21.02.2025/ DE000JV9P533 /
| 1/24/2025 2:44:01 PM |
Chg.+0.270 |
Bid9:04:51 PM |
Ask9:04:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.100EUR |
+32.53% |
1.120
Bid Size: 15,000 |
1.140
Ask Size: 15,000 |
SIEMENS ENERGY AG NA... |
50.00 EUR |
2/21/2025 |
Call |
Master data
| WKN: |
JV9P53 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
SIEMENS ENERGY AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 EUR |
| Maturity: |
2/21/2025 |
| Issue date: |
11/29/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.88 |
| Implied volatility: |
0.78 |
| Historic volatility: |
0.45 |
| Parity: |
0.88 |
| Time value: |
0.16 |
| Break-even: |
60.40 |
| Moneyness: |
1.18 |
| Premium: |
0.03 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.02 |
| Spread %: |
1.96% |
| Delta: |
0.81 |
| Theta: |
-0.06 |
| Omega: |
4.57 |
| Rho: |
0.03 |
Quote data
| Open: |
1.100 |
| High: |
1.100 |
| Low: |
1.100 |
| Previous Close: |
0.830 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+111.54% |
| 1 Month |
|
|
+100.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
+134.04% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.440 |
| 1M High / 1M Low: |
0.830 |
0.380 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/23/2025 |
0.830 |
| Low (YTD): |
1/13/2025 |
0.380 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.594 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.531 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
389.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |