JP Morgan Call 170 FI 20.06.2025
/ DE000JK36TY9
JP Morgan Call 170 FI 20.06.2025/ DE000JK36TY9 /
09/07/2024 12:09:28 |
Chg.- |
Bid09:00:48 |
Ask09:00:48 |
Underlying |
Strike price |
Expiration date |
Option type |
0.820EUR |
- |
0.810 Bid Size: 3,000 |
0.910 Ask Size: 3,000 |
Fiserv |
170.00 USD |
20/06/2025 |
Call |
Master data
WKN: |
JK36TY |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Fiserv |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
170.00 USD |
Maturity: |
20/06/2025 |
Issue date: |
04/03/2024 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
15.52 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.36 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.25 |
Historic volatility: |
0.15 |
Parity: |
-1.75 |
Time value: |
0.90 |
Break-even: |
166.20 |
Moneyness: |
0.89 |
Premium: |
0.19 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.10 |
Spread %: |
12.50% |
Delta: |
0.41 |
Theta: |
-0.02 |
Omega: |
6.43 |
Rho: |
0.46 |
Quote data
Open: |
0.820 |
High: |
0.820 |
Low: |
0.820 |
Previous Close: |
0.770 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+13.89% |
1 Month |
|
|
-14.58% |
3 Months |
|
|
-39.26% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.820 |
0.710 |
1M High / 1M Low: |
0.960 |
0.640 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.748 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.782 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
110.31% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |