JP Morgan Call 165 PEP 21.02.2025/  DE000JV8D6P5  /

EUWAX
2024-12-20  4:15:37 PM Chg.- Bid8:04:09 AM Ask8:04:09 AM Underlying Strike price Expiration date Option type
0.140EUR - 0.150
Bid Size: 15,000
0.170
Ask Size: 15,000
PepsiCo Inc 165.00 USD 2025-02-21 Call
 

Master data

WKN: JV8D6P
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: PepsiCo Inc
Type: Warrant
Option type: Call
Strike price: 165.00 USD
Maturity: 2025-02-21
Issue date: 2024-12-06
Last trading day: 2025-02-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 91.57
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.15
Parity: -1.17
Time value: 0.16
Break-even: 159.81
Moneyness: 0.93
Premium: 0.09
Premium p.a.: 0.67
Spread abs.: 0.02
Spread %: 14.29%
Delta: 0.22
Theta: -0.03
Omega: 20.35
Rho: 0.05
 

Quote data

Open: 0.140
High: 0.140
Low: 0.140
Previous Close: 0.190
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -53.33%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.140
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.220
Avg. volume 1W:   0.000
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:   -