JP Morgan Call 110 HEI 17.01.2025
/ DE000JV2J127
JP Morgan Call 110 HEI 17.01.2025/ DE000JV2J127 /
| 2024-12-20 10:04:31 AM |
Chg.-0.290 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.960EUR |
-23.20% |
-
Bid Size: - |
-
Ask Size: - |
HEIDELBERG MATERIALS... |
110.00 EUR |
2025-01-17 |
Call |
Master data
| WKN: |
JV2J12 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
HEIDELBERG MATERIALS O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 EUR |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-10-23 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.98 |
| Intrinsic value: |
0.92 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.24 |
| Parity: |
0.92 |
| Time value: |
0.18 |
| Break-even: |
121.00 |
| Moneyness: |
1.08 |
| Premium: |
0.02 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.10 |
| Spread %: |
10.00% |
| Delta: |
0.79 |
| Theta: |
-0.07 |
| Omega: |
8.60 |
| Rho: |
0.06 |
Quote data
| Open: |
0.960 |
| High: |
0.960 |
| Low: |
0.960 |
| Previous Close: |
1.250 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-42.86% |
| 1 Month |
|
|
-10.28% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.520 |
0.960 |
| 1M High / 1M Low: |
1.680 |
0.960 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.286 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.285 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
168.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
