JP Morgan Call 170 FANG 20.06.2025
/ DE000JT9SFC5
JP Morgan Call 170 FANG 20.06.202.../ DE000JT9SFC5 /
| 11/7/2024 10:12:30 AM |
Chg.+0.24 |
Bid10:47:14 AM |
Ask10:47:14 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.12EUR |
+8.33% |
3.23
Bid Size: 2,000 |
3.33
Ask Size: 2,000 |
Diamondback Energy I... |
170.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
JT9SFC |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Diamondback Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
9/12/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.22 |
| Intrinsic value: |
1.27 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.25 |
| Parity: |
1.27 |
| Time value: |
1.77 |
| Break-even: |
188.78 |
| Moneyness: |
1.08 |
| Premium: |
0.10 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.09 |
| Spread %: |
3.16% |
| Delta: |
0.68 |
| Theta: |
-0.05 |
| Omega: |
3.80 |
| Rho: |
0.53 |
Quote data
| Open: |
3.12 |
| High: |
3.12 |
| Low: |
3.12 |
| Previous Close: |
2.88 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.64% |
| 1 Month |
|
|
-26.59% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.92 |
2.72 |
| 1M High / 1M Low: |
4.27 |
2.72 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.84 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.30 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.74% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
