JP Morgan Call 45 DVN 21.03.2025
/ DE000JB385J5
JP Morgan Call 45 DVN 21.03.2025/ DE000JB385J5 /
| 6/14/2024 9:21:21 AM |
Chg.-0.060 |
Bid11:32:49 AM |
Ask11:32:49 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.500EUR |
-10.71% |
0.490
Bid Size: 10,000 |
0.520
Ask Size: 10,000 |
Devon Energy Corp |
45.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
JB385J |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Devon Energy Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
10/4/2023 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.07 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.24 |
| Parity: |
0.07 |
| Time value: |
0.41 |
| Break-even: |
46.75 |
| Moneyness: |
1.02 |
| Premium: |
0.10 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.03 |
| Spread %: |
6.12% |
| Delta: |
0.62 |
| Theta: |
-0.01 |
| Omega: |
5.47 |
| Rho: |
0.17 |
Quote data
| Open: |
0.500 |
| High: |
0.500 |
| Low: |
0.500 |
| Previous Close: |
0.560 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.71% |
| 1 Month |
|
|
-37.50% |
| 3 Months |
|
|
-30.56% |
| YTD |
|
|
-30.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.560 |
| 1M High / 1M Low: |
0.800 |
0.550 |
| 6M High / 6M Low: |
1.190 |
0.440 |
| High (YTD): |
4/11/2024 |
1.190 |
| Low (YTD): |
2/6/2024 |
0.440 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.578 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.663 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.711 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.95% |
| Volatility 6M: |
|
88.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
