JP Morgan Call 190 FANG 20.06.2025
/ DE000JT0B445
JP Morgan Call 190 FANG 20.06.202.../ DE000JT0B445 /
| 2024-07-25 8:15:57 AM |
Chg.-0.02 |
Bid11:47:40 AM |
Ask11:47:40 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.59EUR |
-0.55% |
3.58
Bid Size: 2,000 |
3.78
Ask Size: 2,000 |
Diamondback Energy I... |
190.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
JT0B44 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Diamondback Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
190.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-05-28 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.20 |
| Intrinsic value: |
0.81 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.21 |
| Parity: |
0.81 |
| Time value: |
3.04 |
| Break-even: |
213.81 |
| Moneyness: |
1.05 |
| Premium: |
0.17 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.20 |
| Spread %: |
5.48% |
| Delta: |
0.65 |
| Theta: |
-0.05 |
| Omega: |
3.12 |
| Rho: |
0.74 |
Quote data
| Open: |
3.59 |
| High: |
3.59 |
| Low: |
3.59 |
| Previous Close: |
3.61 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.59% |
| 1 Month |
|
|
-4.52% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.41 |
3.61 |
| 1M High / 1M Low: |
4.41 |
3.61 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.09 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.03 |
| Avg. volume 1M: |
|
13.64 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.39% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
