JP Morgan Call 66 BNR 21.03.2025
/ DE000JT002B3
JP Morgan Call 66 BNR 21.03.2025/ DE000JT002B3 /
| 1/10/2025 4:11:42 PM |
Chg.+0.005 |
Bid9:42:25 PM |
Ask9:42:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.038EUR |
+15.15% |
0.033
Bid Size: 7,500 |
0.063
Ask Size: 7,500 |
BRENNTAG SE NA O.N. |
66.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
JT002B |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
66.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
6/4/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
62.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.24 |
| Parity: |
-0.90 |
| Time value: |
0.09 |
| Break-even: |
66.91 |
| Moneyness: |
0.86 |
| Premium: |
0.17 |
| Premium p.a.: |
1.31 |
| Spread abs.: |
0.06 |
| Spread %: |
193.55% |
| Delta: |
0.20 |
| Theta: |
-0.02 |
| Omega: |
12.52 |
| Rho: |
0.02 |
Quote data
| Open: |
0.030 |
| High: |
0.043 |
| Low: |
0.030 |
| Previous Close: |
0.033 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.15% |
| 1 Month |
|
|
-78.89% |
| 3 Months |
|
|
-90.73% |
| YTD |
|
|
-36.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.056 |
0.033 |
| 1M High / 1M Low: |
0.200 |
0.033 |
| 6M High / 6M Low: |
0.620 |
0.033 |
| High (YTD): |
1/7/2025 |
0.056 |
| Low (YTD): |
1/9/2025 |
0.033 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.046 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.086 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.326 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
222.28% |
| Volatility 6M: |
|
265.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |