JP Morgan Call 92 GILD 21.02.2025
/ DE000JT55FS1
JP Morgan Call 92 GILD 21.02.2025/ DE000JT55FS1 /
| 1/23/2025 9:22:24 AM |
Chg.0.000 |
Bid5:41:34 PM |
Ask5:41:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
0.00% |
0.300
Bid Size: 125,000 |
0.310
Ask Size: 125,000 |
Gilead Sciences Inc |
92.00 USD |
2/21/2025 |
Call |
Master data
| WKN: |
JT55FS |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Gilead Sciences Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
92.00 USD |
| Maturity: |
2/21/2025 |
| Issue date: |
7/31/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
26.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.10 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.21 |
| Parity: |
0.10 |
| Time value: |
0.24 |
| Break-even: |
91.76 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.01 |
| Spread %: |
2.94% |
| Delta: |
0.58 |
| Theta: |
-0.05 |
| Omega: |
15.54 |
| Rho: |
0.04 |
Quote data
| Open: |
0.350 |
| High: |
0.350 |
| Low: |
0.350 |
| Previous Close: |
0.350 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-23.91% |
| 3 Months |
|
|
-2.78% |
| YTD |
|
|
-31.37% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.300 |
| 1M High / 1M Low: |
0.510 |
0.230 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/2/2025 |
0.430 |
| Low (YTD): |
1/9/2025 |
0.230 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.322 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.345 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
203.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |