JP Morgan Call 145 iShares Nasdaq Biotechnology ETF 17.01.2025
/ DE000JT2FPE2
JP Morgan Call 145 iShares Nasdaq.../ DE000JT2FPE2 /
11/09/2024 08:48:06 |
Chg.+0.020 |
Bid16:10:20 |
Ask16:10:20 |
Underlying |
Strike price |
Expiration date |
Option type |
0.770EUR |
+2.67% |
0.720 Bid Size: 50,000 |
0.740 Ask Size: 50,000 |
- |
145.00 - |
17/01/2025 |
Call |
Master data
WKN: |
JT2FPE |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
145.00 - |
Maturity: |
17/01/2025 |
Issue date: |
25/06/2024 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
15.66 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.12 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.42 |
Historic volatility: |
0.16 |
Parity: |
-1.35 |
Time value: |
0.84 |
Break-even: |
153.40 |
Moneyness: |
0.91 |
Premium: |
0.17 |
Premium p.a.: |
0.55 |
Spread abs.: |
0.05 |
Spread %: |
6.33% |
Delta: |
0.41 |
Theta: |
-0.05 |
Omega: |
6.44 |
Rho: |
0.16 |
Quote data
Open: |
0.770 |
High: |
0.770 |
Low: |
0.770 |
Previous Close: |
0.750 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.94% |
1 Month |
|
|
-3.75% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.830 |
0.700 |
1M High / 1M Low: |
1.010 |
0.700 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.776 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.874 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
136.23% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |