JP Morgan Call 25 S 16.01.2026
/ DE000JK8PB64
JP Morgan Call 25 S 16.01.2026/ DE000JK8PB64 /
8/2/2024 10:24:28 AM |
Chg.- |
Bid5:15:13 PM |
Ask5:15:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.570EUR |
- |
0.530 Bid Size: 250,000 |
0.550 Ask Size: 250,000 |
SentinelOne Inc |
25.00 USD |
1/16/2026 |
Call |
Master data
WKN: |
JK8PB6 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
SentinelOne Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
25.00 USD |
Maturity: |
1/16/2026 |
Issue date: |
5/9/2024 |
Last trading day: |
1/15/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.46 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.37 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.70 |
Historic volatility: |
0.49 |
Parity: |
-0.36 |
Time value: |
0.56 |
Break-even: |
28.50 |
Moneyness: |
0.84 |
Premium: |
0.47 |
Premium p.a.: |
0.31 |
Spread abs.: |
0.05 |
Spread %: |
8.93% |
Delta: |
0.61 |
Theta: |
-0.01 |
Omega: |
2.12 |
Rho: |
0.09 |
Quote data
Open: |
0.570 |
High: |
0.570 |
Low: |
0.570 |
Previous Close: |
0.680 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-17.39% |
1 Month |
|
|
+14.00% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.690 |
0.570 |
1M High / 1M Low: |
0.760 |
0.490 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.650 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.603 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
117.63% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |