JP Morgan Call 26 VNA 19.12.2025
/ DE000JK36829
JP Morgan Call 26 VNA 19.12.2025/ DE000JK36829 /
| 2024-05-14 10:21:16 AM |
Chg.+0.020 |
Bid5:09:41 PM |
Ask5:09:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
+3.28% |
0.630
Bid Size: 400,000 |
0.640
Ask Size: 400,000 |
VONOVIA SE NA O.N. |
26.00 EUR |
2025-12-19 |
Call |
Master data
| WKN: |
JK3682 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
VONOVIA SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
26.00 EUR |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-03-15 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.19 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.37 |
| Parity: |
0.19 |
| Time value: |
0.45 |
| Break-even: |
32.40 |
| Moneyness: |
1.07 |
| Premium: |
0.16 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
3.23% |
| Delta: |
0.70 |
| Theta: |
0.00 |
| Omega: |
3.05 |
| Rho: |
0.21 |
Quote data
| Open: |
0.630 |
| High: |
0.630 |
| Low: |
0.630 |
| Previous Close: |
0.610 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.28% |
| 1 Month |
|
|
+46.51% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.590 |
| 1M High / 1M Low: |
0.640 |
0.370 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.608 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.495 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.14% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
