JP Morgan Call 26 SGE 21.03.2025
/ DE000JT067H3
JP Morgan Call 26 SGE 21.03.2025/ DE000JT067H3 /
| 2024-10-09 11:24:35 AM |
Chg.- |
Bid8:24:59 AM |
Ask8:24:59 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.076EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
STE GENERALE INH. EO... |
26.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
JT067H |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
STE GENERALE INH. EO 1,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
26.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-06-07 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
15.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.25 |
| Parity: |
-0.31 |
| Time value: |
0.15 |
| Break-even: |
27.50 |
| Moneyness: |
0.88 |
| Premium: |
0.20 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
0.07 |
| Spread %: |
92.31% |
| Delta: |
0.39 |
| Theta: |
-0.01 |
| Omega: |
5.99 |
| Rho: |
0.03 |
Quote data
| Open: |
0.076 |
| High: |
0.076 |
| Low: |
0.076 |
| Previous Close: |
0.071 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+49.02% |
| 1 Month |
|
|
+16.92% |
| 3 Months |
|
|
-36.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.076 |
0.051 |
| 1M High / 1M Low: |
0.082 |
0.051 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.065 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.068 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
223.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
