JP Morgan Call 1070 BLK 21.03.2025
/ DE000JV3JEA0
JP Morgan Call 1070 BLK 21.03.202.../ DE000JV3JEA0 /
2024-12-20 10:03:37 AM |
Chg.-0.060 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.320EUR |
-15.79% |
- Bid Size: - |
- Ask Size: - |
BlackRock Inc |
1,070.00 USD |
2025-03-21 |
Call |
Master data
WKN: |
JV3JEA |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
BlackRock Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
1,070.00 USD |
Maturity: |
2025-03-21 |
Issue date: |
2024-10-09 |
Last trading day: |
2025-03-20 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
25.72 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.19 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.17 |
Parity: |
-0.40 |
Time value: |
0.38 |
Break-even: |
1,064.35 |
Moneyness: |
0.96 |
Premium: |
0.08 |
Premium p.a.: |
0.36 |
Spread abs.: |
0.04 |
Spread %: |
11.11% |
Delta: |
0.43 |
Theta: |
-0.32 |
Omega: |
11.04 |
Rho: |
0.95 |
Quote data
Open: |
0.320 |
High: |
0.320 |
Low: |
0.320 |
Previous Close: |
0.380 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-31.91% |
1 Month |
|
|
-15.79% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.510 |
0.320 |
1M High / 1M Low: |
0.540 |
0.320 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.424 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.421 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
205.43% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |