JP Morgan Call 360 ELV 20.06.2025
/ DE000JF0HWR6
JP Morgan Call 360 ELV 20.06.2025/ DE000JF0HWR6 /
| 2025-03-06 8:57:31 AM |
Chg.-0.030 |
Bid9:15:11 PM |
Ask9:15:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
-5.77% |
0.540
Bid Size: 200,000 |
0.550
Ask Size: 200,000 |
Elevance Health Inc |
360.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
JF0HWR |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Elevance Health Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
360.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-12-27 |
| Last trading day: |
2025-06-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.23 |
| Parity: |
0.35 |
| Time value: |
0.17 |
| Break-even: |
385.51 |
| Moneyness: |
1.10 |
| Premium: |
0.05 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
4.00% |
| Delta: |
0.73 |
| Theta: |
-0.14 |
| Omega: |
5.14 |
| Rho: |
0.63 |
Quote data
| Open: |
0.490 |
| High: |
0.490 |
| Low: |
0.490 |
| Previous Close: |
0.520 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.89% |
| 1 Month |
|
|
-14.04% |
| 3 Months |
|
|
- |
| YTD |
|
|
+16.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.450 |
| 1M High / 1M Low: |
0.570 |
0.410 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2025-01-14 |
0.610 |
| Low (YTD): |
2025-01-03 |
0.400 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.498 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.482 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
185.47% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
