JP Morgan Call 45 D 17.01.2025
/ DE000JB2BT08
JP Morgan Call 45 D 17.01.2025/ DE000JB2BT08 /
| 11/06/2024 11:13:05 |
Chg.- |
Bid08:06:15 |
Ask08:06:15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
- |
0.790
Bid Size: 7,500 |
0.820
Ask Size: 7,500 |
Dominion Energy Inc |
45.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
JB2BT0 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Dominion Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
29/09/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.77 |
| Intrinsic value: |
0.60 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.23 |
| Parity: |
0.60 |
| Time value: |
0.17 |
| Break-even: |
49.52 |
| Moneyness: |
1.14 |
| Premium: |
0.04 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.03 |
| Spread %: |
3.75% |
| Delta: |
0.84 |
| Theta: |
-0.01 |
| Omega: |
5.18 |
| Rho: |
0.19 |
Quote data
| Open: |
0.800 |
| High: |
0.800 |
| Low: |
0.800 |
| Previous Close: |
0.800 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.89% |
| 1 Month |
|
|
-12.09% |
| 3 Months |
|
|
+33.33% |
| YTD |
|
|
+29.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.940 |
0.800 |
| 1M High / 1M Low: |
0.990 |
0.800 |
| 6M High / 6M Low: |
0.990 |
0.430 |
| High (YTD): |
03/06/2024 |
0.990 |
| Low (YTD): |
09/02/2024 |
0.430 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.854 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.894 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.676 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.99% |
| Volatility 6M: |
|
115.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
