JP Morgan Call 658 RHM 21.02.2025
/ DE000JV8TGR7
JP Morgan Call 658 RHM 21.02.2025/ DE000JV8TGR7 /
| 1/23/2025 4:22:58 PM |
Chg.+0.060 |
Bid9:56:04 PM |
Ask9:56:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
+8.11% |
0.880
Bid Size: 7,500 |
0.920
Ask Size: 7,500 |
RHEINMETALL AG |
658.00 EUR |
2/21/2025 |
Call |
Master data
| WKN: |
JV8TGR |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
RHEINMETALL AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
658.00 EUR |
| Maturity: |
2/21/2025 |
| Issue date: |
11/29/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.60 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.34 |
| Parity: |
0.60 |
| Time value: |
0.18 |
| Break-even: |
736.00 |
| Moneyness: |
1.09 |
| Premium: |
0.03 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.04 |
| Spread %: |
5.41% |
| Delta: |
0.75 |
| Theta: |
-0.61 |
| Omega: |
6.92 |
| Rho: |
0.37 |
Quote data
| Open: |
0.760 |
| High: |
0.810 |
| Low: |
0.760 |
| Previous Close: |
0.740 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+60.00% |
| 1 Month |
|
|
+280.95% |
| 3 Months |
|
|
- |
| YTD |
|
|
+321.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.500 |
| 1M High / 1M Low: |
0.740 |
0.140 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/22/2025 |
0.740 |
| Low (YTD): |
1/6/2025 |
0.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.592 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.336 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
312.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |