JP Morgan Call 44.5 SLV 21.03.2025
/ DE000JK6PNR8
JP Morgan Call 44.5 SLV 21.03.202.../ DE000JK6PNR8 /
| 11/06/2024 13:21:59 |
Chg.-0.090 |
Bid15:01:20 |
Ask15:01:20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
-9.57% |
0.870
Bid Size: 50,000 |
0.890
Ask Size: 50,000 |
SILBER (Fixing) |
44.50 USD |
21/03/2025 |
Call |
Master data
| WKN: |
JK6PNR |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
SILBER (Fixing) |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
44.50 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
16/04/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
24.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.26 |
| Parity: |
-13.70 |
| Time value: |
1.13 |
| Break-even: |
42.47 |
| Moneyness: |
0.67 |
| Premium: |
0.54 |
| Premium p.a.: |
0.74 |
| Spread abs.: |
0.20 |
| Spread %: |
21.51% |
| Delta: |
0.22 |
| Theta: |
-0.01 |
| Omega: |
5.37 |
| Rho: |
0.04 |
Quote data
| Open: |
0.840 |
| High: |
0.850 |
| Low: |
0.840 |
| Previous Close: |
0.940 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.30% |
| 1 Month |
|
|
+6.25% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.180 |
0.870 |
| 1M High / 1M Low: |
1.580 |
0.780 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.966 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.120 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
257.52% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
