JP Morgan Call 88 GILD 21.02.2025
/ DE000JT9PCD6
JP Morgan Call 88 GILD 21.02.2025/ DE000JT9PCD6 /
| 1/23/2025 11:00:28 AM |
Chg.+0.040 |
Bid9:47:44 PM |
Ask9:47:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.620EUR |
+6.90% |
0.610
Bid Size: 100,000 |
0.620
Ask Size: 100,000 |
Gilead Sciences Inc |
88.00 USD |
2/21/2025 |
Call |
Master data
| WKN: |
JT9PCD |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Gilead Sciences Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
88.00 USD |
| Maturity: |
2/21/2025 |
| Issue date: |
8/30/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.48 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.21 |
| Parity: |
0.48 |
| Time value: |
0.11 |
| Break-even: |
90.51 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.01 |
| Spread %: |
1.64% |
| Delta: |
0.78 |
| Theta: |
-0.04 |
| Omega: |
11.70 |
| Rho: |
0.05 |
Quote data
| Open: |
0.620 |
| High: |
0.620 |
| Low: |
0.620 |
| Previous Close: |
0.580 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.77% |
| 1 Month |
|
|
-12.68% |
| 3 Months |
|
|
+19.23% |
| YTD |
|
|
-20.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.530 |
| 1M High / 1M Low: |
0.790 |
0.420 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/2/2025 |
0.690 |
| Low (YTD): |
1/9/2025 |
0.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.550 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.569 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
136.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |