JP Morgan Call 45 DVN 21.03.2025
/ DE000JB385J5
JP Morgan Call 45 DVN 21.03.2025/ DE000JB385J5 /
07/06/2024 09:28:05 |
Chg.-0.010 |
Bid22:00:44 |
Ask22:00:44 |
Underlying |
Strike price |
Expiration date |
Option type |
0.560EUR |
-1.75% |
- Bid Size: - |
- Ask Size: - |
Devon Energy Corp |
45.00 USD |
21/03/2025 |
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: |
21/03/2025 |
Issue date: |
04/10/2023 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.28 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.50 |
Intrinsic value: |
0.16 |
Implied volatility: |
0.30 |
Historic volatility: |
0.23 |
Parity: |
0.16 |
Time value: |
0.43 |
Break-even: |
47.22 |
Moneyness: |
1.04 |
Premium: |
0.10 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.03 |
Spread %: |
5.36% |
Delta: |
0.65 |
Theta: |
-0.01 |
Omega: |
4.73 |
Rho: |
0.17 |
Quote data
Open: |
0.560 |
High: |
0.560 |
Low: |
0.560 |
Previous Close: |
0.570 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-9.68% |
1 Month |
|
|
-38.46% |
3 Months |
|
|
-8.20% |
YTD |
|
|
-22.22% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.710 |
0.550 |
1M High / 1M Low: |
0.910 |
0.550 |
6M High / 6M Low: |
1.190 |
0.440 |
High (YTD): |
11/04/2024 |
1.190 |
Low (YTD): |
06/02/2024 |
0.440 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.602 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.728 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.712 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
112.03% |
Volatility 6M: |
|
92.04% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |