JP Morgan Call 17 VALE 17.01.2025
/ DE000JL79PL2
JP Morgan Call 17 VALE 17.01.2025/ DE000JL79PL2 /
| 2024-06-18 11:53:23 AM |
Chg.- |
Bid8:52:03 AM |
Ask8:52:03 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.010EUR |
- |
0.011
Bid Size: 15,000 |
0.026
Ask Size: 15,000 |
Vale SA |
17.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
JL79PL |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Vale SA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
17.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-07-21 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
53.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.27 |
| Parity: |
-0.54 |
| Time value: |
0.02 |
| Break-even: |
16.03 |
| Moneyness: |
0.66 |
| Premium: |
0.54 |
| Premium p.a.: |
1.10 |
| Spread abs.: |
0.01 |
| Spread %: |
90.91% |
| Delta: |
0.13 |
| Theta: |
0.00 |
| Omega: |
7.16 |
| Rho: |
0.01 |
Quote data
| Open: |
0.010 |
| High: |
0.010 |
| Low: |
0.010 |
| Previous Close: |
0.010 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.67% |
| 1 Month |
|
|
-54.55% |
| 3 Months |
|
|
-61.54% |
| YTD |
|
|
-93.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.012 |
0.010 |
| 1M High / 1M Low: |
0.030 |
0.010 |
| 6M High / 6M Low: |
0.160 |
0.010 |
| High (YTD): |
2024-01-02 |
0.150 |
| Low (YTD): |
2024-06-18 |
0.010 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.011 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.017 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.048 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
200.25% |
| Volatility 6M: |
|
171.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
