JP Morgan Call 350 AON 17.04.2025/  DE000JV2JKL6  /

EUWAX
2024-12-20  11:21:16 AM Chg.-0.22 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
2.30EUR -8.73% -
Bid Size: -
-
Ask Size: -
Aon PLC 350.00 USD 2025-04-17 Call
 

Master data

WKN: JV2JKL
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Aon PLC
Type: Warrant
Option type: Call
Strike price: 350.00 USD
Maturity: 2025-04-17
Issue date: 2024-10-14
Last trading day: 2025-04-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.45
Leverage: Yes

Calculated values

Fair value: 2.02
Intrinsic value: 0.81
Implied volatility: 0.28
Historic volatility: 0.18
Parity: 0.81
Time value: 1.95
Break-even: 363.22
Moneyness: 1.02
Premium: 0.06
Premium p.a.: 0.19
Spread abs.: 0.14
Spread %: 5.49%
Delta: 0.61
Theta: -0.10
Omega: 7.62
Rho: 0.59
 

Quote data

Open: 2.30
High: 2.30
Low: 2.30
Previous Close: 2.52
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.32%
1 Month
  -50.22%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.93 2.30
1M High / 1M Low: 5.55 2.30
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.69
Avg. volume 1W:   0.00
Avg. price 1M:   4.03
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   100.26%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -