JP Morgan Call 165 BX 16.05.2025
/ DE000JV1NNL4
JP Morgan Call 165 BX 16.05.2025/ DE000JV1NNL4 /
| 9/26/2024 9:12:55 AM |
Chg.- |
Bid7:00:10 PM |
Ask7:00:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.990EUR |
- |
1.080
Bid Size: 75,000 |
1.100
Ask Size: 75,000 |
Blackstone Inc |
165.00 USD |
5/16/2025 |
Call |
Master data
| WKN: |
JV1NNL |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Blackstone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 USD |
| Maturity: |
5/16/2025 |
| Issue date: |
9/24/2024 |
| Last trading day: |
5/15/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.88 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.27 |
| Parity: |
-1.03 |
| Time value: |
0.91 |
| Break-even: |
156.75 |
| Moneyness: |
0.93 |
| Premium: |
0.14 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.03 |
| Spread %: |
3.03% |
| Delta: |
0.45 |
| Theta: |
-0.03 |
| Omega: |
6.80 |
| Rho: |
0.33 |
Quote data
| Open: |
0.990 |
| High: |
0.990 |
| Low: |
0.990 |
| Previous Close: |
1.140 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
- |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
