JP Morgan Call 320 ETN 20.06.2025
/ DE000JV10RB3
JP Morgan Call 320 ETN 20.06.2025/ DE000JV10RB3 /
| 2024-11-07 9:59:38 AM |
Chg.+0.080 |
Bid7:23:02 PM |
Ask7:23:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
+16.33% |
0.560
Bid Size: 200,000 |
0.570
Ask Size: 200,000 |
Eaton Corp New |
320.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
JV10RB |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Eaton Corp New |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
320.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-10-04 |
| Last trading day: |
2025-06-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.25 |
| Parity: |
0.37 |
| Time value: |
0.22 |
| Break-even: |
357.18 |
| Moneyness: |
1.12 |
| Premium: |
0.07 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
3.51% |
| Delta: |
0.74 |
| Theta: |
-0.08 |
| Omega: |
4.17 |
| Rho: |
1.15 |
Quote data
| Open: |
0.570 |
| High: |
0.570 |
| Low: |
0.570 |
| Previous Close: |
0.490 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+39.02% |
| 1 Month |
|
|
+42.50% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.380 |
| 1M High / 1M Low: |
0.490 |
0.380 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.410 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.445 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
