JP Morgan Call 64 BSN 21.02.2025
/ DE000JV9HST1
JP Morgan Call 64 BSN 21.02.2025/ DE000JV9HST1 /
| 1/10/2025 11:27:46 AM |
Chg.-0.010 |
Bid4:06:10 PM |
Ask4:06:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.230EUR |
-4.17% |
0.190
Bid Size: 125,000 |
0.200
Ask Size: 125,000 |
DANONE S.A. EO -,25 |
64.00 EUR |
2/21/2025 |
Call |
Master data
| WKN: |
JV9HST |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
64.00 EUR |
| Maturity: |
2/21/2025 |
| Issue date: |
11/29/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
17.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.13 |
| Parity: |
0.16 |
| Time value: |
0.21 |
| Break-even: |
67.70 |
| Moneyness: |
1.02 |
| Premium: |
0.03 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.10 |
| Spread %: |
37.04% |
| Delta: |
0.62 |
| Theta: |
-0.03 |
| Omega: |
11.03 |
| Rho: |
0.04 |
Quote data
| Open: |
0.230 |
| High: |
0.230 |
| Low: |
0.230 |
| Previous Close: |
0.240 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.55% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.170 |
| 1M High / 1M Low: |
0.300 |
0.170 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/9/2025 |
0.240 |
| Low (YTD): |
1/6/2025 |
0.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.210 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.229 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
200.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |