JP Morgan Call 50 BAC 17.01.2025
/ DE000JL20Q79
JP Morgan Call 50 BAC 17.01.2025/ DE000JL20Q79 /
2024-06-19 10:52:41 AM |
Chg.+0.005 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.024EUR |
+26.32% |
- Bid Size: - |
- Ask Size: - |
VERIZON COMM. INC. D... |
50.00 - |
2025-01-17 |
Call |
Master data
WKN: |
JL20Q7 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
VERIZON COMM. INC. DL-,10 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
50.00 - |
Maturity: |
2025-01-17 |
Issue date: |
2023-04-17 |
Last trading day: |
2025-01-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
109.77 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.22 |
Parity: |
-1.27 |
Time value: |
0.03 |
Break-even: |
50.34 |
Moneyness: |
0.75 |
Premium: |
0.35 |
Premium p.a.: |
0.67 |
Spread abs.: |
0.01 |
Spread %: |
41.67% |
Delta: |
0.10 |
Theta: |
0.00 |
Omega: |
11.39 |
Rho: |
0.02 |
Quote data
Open: |
0.024 |
High: |
0.024 |
Low: |
0.024 |
Previous Close: |
0.019 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-11.11% |
1 Month |
|
|
-17.24% |
3 Months |
|
|
-45.45% |
YTD |
|
|
-45.45% |
1 Year |
|
|
-66.20% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.027 |
0.019 |
1M High / 1M Low: |
0.040 |
0.019 |
6M High / 6M Low: |
0.130 |
0.019 |
High (YTD): |
2024-02-01 |
0.130 |
Low (YTD): |
2024-06-18 |
0.019 |
52W High: |
2024-02-01 |
0.130 |
52W Low: |
2024-06-18 |
0.019 |
Avg. price 1W: |
|
0.022 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.026 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.054 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.050 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
242.45% |
Volatility 6M: |
|
205.85% |
Volatility 1Y: |
|
168.72% |
Volatility 3Y: |
|
- |