JP Morgan Call 90 GILD 21.02.2025
/ DE000JT5ASC4
JP Morgan Call 90 GILD 21.02.2025/ DE000JT5ASC4 /
| 1/23/2025 12:47:58 PM |
Chg.+0.040 |
Bid5:41:20 PM |
Ask5:41:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
+9.09% |
0.420
Bid Size: 100,000 |
0.430
Ask Size: 100,000 |
Gilead Sciences Inc |
90.00 USD |
2/21/2025 |
Call |
Master data
| WKN: |
JT5ASC |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Gilead Sciences Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
2/21/2025 |
| Issue date: |
7/19/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.29 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.21 |
| Parity: |
0.29 |
| Time value: |
0.17 |
| Break-even: |
91.08 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.01 |
| Spread %: |
2.13% |
| Delta: |
0.69 |
| Theta: |
-0.05 |
| Omega: |
13.30 |
| Rho: |
0.05 |
Quote data
| Open: |
0.480 |
| High: |
0.480 |
| Low: |
0.480 |
| Previous Close: |
0.440 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.04% |
| 1 Month |
|
|
-14.29% |
| 3 Months |
|
|
+14.29% |
| YTD |
|
|
-22.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.400 |
| 1M High / 1M Low: |
0.660 |
0.320 |
| 6M High / 6M Low: |
1.020 |
0.082 |
| High (YTD): |
1/2/2025 |
0.560 |
| Low (YTD): |
1/9/2025 |
0.320 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.442 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.450 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.371 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
216.07% |
| Volatility 6M: |
|
244.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |