JP Morgan Call 60 BNR 21.02.2025
/ DE000JV77CD0
JP Morgan Call 60 BNR 21.02.2025/ DE000JV77CD0 /
| 1/9/2025 6:22:06 PM |
Chg.- |
Bid8:13:43 AM |
Ask8:13:43 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.094EUR |
- |
0.086
Bid Size: 15,000 |
0.130
Ask Size: 15,000 |
BRENNTAG SE NA O.N. |
60.00 EUR |
2/21/2025 |
Call |
Master data
| WKN: |
JV77CD |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 EUR |
| Maturity: |
2/21/2025 |
| Issue date: |
12/6/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
37.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.24 |
| Parity: |
-0.30 |
| Time value: |
0.15 |
| Break-even: |
61.50 |
| Moneyness: |
0.95 |
| Premium: |
0.08 |
| Premium p.a.: |
0.91 |
| Spread abs.: |
0.05 |
| Spread %: |
50.00% |
| Delta: |
0.36 |
| Theta: |
-0.03 |
| Omega: |
13.62 |
| Rho: |
0.02 |
Quote data
| Open: |
0.082 |
| High: |
0.100 |
| Low: |
0.082 |
| Previous Close: |
0.120 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.67% |
| 1 Month |
|
|
-75.90% |
| 3 Months |
|
|
- |
| YTD |
|
|
-41.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.170 |
0.094 |
| 1M High / 1M Low: |
0.440 |
0.094 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/7/2025 |
0.170 |
| Low (YTD): |
1/9/2025 |
0.094 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.131 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.210 |
| Avg. volume 1M: |
|
166.667 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
265.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |