JP Morgan Call 26 VNA 19.12.2025
/ DE000JK36829
JP Morgan Call 26 VNA 19.12.2025/ DE000JK36829 /
| 5/30/2024 10:28:46 AM |
Chg.+0.020 |
Bid5:36:56 PM |
Ask5:36:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.640EUR |
+3.23% |
0.630
Bid Size: 50,000 |
0.650
Ask Size: 50,000 |
VONOVIA SE NA O.N. |
26.00 EUR |
12/19/2025 |
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: |
12/19/2025 |
| Issue date: |
3/15/2024 |
| Last trading day: |
12/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.66 |
| Intrinsic value: |
0.19 |
| Implied volatility: |
0.35 |
| 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: |
-0.01 |
| Omega: |
3.04 |
| Rho: |
0.20 |
Quote data
| Open: |
0.640 |
| High: |
0.640 |
| Low: |
0.640 |
| Previous Close: |
0.620 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.48% |
| 1 Month |
|
|
+12.28% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.670 |
0.600 |
| 1M High / 1M Low: |
0.770 |
0.540 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.628 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.636 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.20% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
