JP Morgan Call 32 VZ 20.06.2025
/ DE000JB2RJZ5
JP Morgan Call 32 VZ 20.06.2025/ DE000JB2RJZ5 /
11/6/2024 10:54:26 AM |
Chg.+0.070 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.950EUR |
+7.95% |
- Bid Size: - |
- Ask Size: - |
Verizon Communicatio... |
32.00 USD |
6/20/2025 |
Call |
Master data
WKN: |
JB2RJZ |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Verizon Communications Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
32.00 USD |
Maturity: |
6/20/2025 |
Issue date: |
9/29/2023 |
Last trading day: |
6/19/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.19 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.91 |
Intrinsic value: |
0.85 |
Implied volatility: |
- |
Historic volatility: |
0.19 |
Parity: |
0.85 |
Time value: |
0.05 |
Break-even: |
38.27 |
Moneyness: |
1.29 |
Premium: |
0.01 |
Premium p.a.: |
0.02 |
Spread abs.: |
0.01 |
Spread %: |
1.12% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
0.950 |
High: |
0.950 |
Low: |
0.950 |
Previous Close: |
0.880 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+4.40% |
1 Month |
|
|
-16.67% |
3 Months |
|
|
+18.75% |
YTD |
|
|
+53.23% |
1 Year |
|
|
+58.33% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.950 |
0.880 |
1M High / 1M Low: |
1.150 |
0.880 |
6M High / 6M Low: |
1.190 |
0.710 |
High (YTD): |
10/2/2024 |
1.190 |
Low (YTD): |
1/11/2024 |
0.670 |
52W High: |
10/2/2024 |
1.190 |
52W Low: |
11/14/2023 |
0.560 |
Avg. price 1W: |
|
0.913 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.031 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.913 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.851 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
87.24% |
Volatility 6M: |
|
74.86% |
Volatility 1Y: |
|
74.74% |
Volatility 3Y: |
|
- |