JP Morgan Call 170 BX 21.02.2025
/ DE000JV1DRB7
JP Morgan Call 170 BX 21.02.2025/ DE000JV1DRB7 /
18/10/2024 08:23:48 |
Chg.+0.48 |
Bid22:00:32 |
Ask22:00:32 |
Underlying |
Strike price |
Expiration date |
Option type |
1.18EUR |
+68.57% |
- Bid Size: - |
- Ask Size: - |
Blackstone Inc |
170.00 USD |
21/02/2025 |
Call |
Master data
WKN: |
JV1DRB |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Blackstone Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
170.00 USD |
Maturity: |
21/02/2025 |
Issue date: |
23/09/2024 |
Last trading day: |
20/02/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
13.06 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.20 |
Intrinsic value: |
0.22 |
Implied volatility: |
0.28 |
Historic volatility: |
0.27 |
Parity: |
0.22 |
Time value: |
1.00 |
Break-even: |
168.57 |
Moneyness: |
1.01 |
Premium: |
0.06 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.02 |
Spread %: |
1.54% |
Delta: |
0.59 |
Theta: |
-0.05 |
Omega: |
7.73 |
Rho: |
0.28 |
Quote data
Open: |
1.18 |
High: |
1.18 |
Low: |
1.18 |
Previous Close: |
0.70 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+218.92% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.18 |
0.47 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.70 |
Avg. volume 1W: |
|
0.00 |
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: |
|
- |