JP Morgan Call 380 AON 17.04.2025
/ DE000JV2FMN6
JP Morgan Call 380 AON 17.04.2025/ DE000JV2FMN6 /
| 20/12/2024 10:54:01 |
Chg.- |
Bid09:00:31 |
Ask09:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.04EUR |
- |
1.30
Bid Size: 1,000 |
1.45
Ask Size: 1,000 |
Aon PLC |
380.00 USD |
17/04/2025 |
Call |
Master data
| WKN: |
JV2FMN |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Aon PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
380.00 USD |
| Maturity: |
17/04/2025 |
| Issue date: |
11/10/2024 |
| Last trading day: |
16/04/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
24.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.75 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.18 |
| Parity: |
-2.06 |
| Time value: |
1.39 |
| Break-even: |
378.27 |
| Moneyness: |
0.94 |
| Premium: |
0.10 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.15 |
| Spread %: |
12.10% |
| Delta: |
0.40 |
| Theta: |
-0.10 |
| Omega: |
9.96 |
| Rho: |
0.40 |
Quote data
| Open: |
1.04 |
| High: |
1.04 |
| Low: |
1.04 |
| Previous Close: |
1.17 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.24% |
| 1 Month |
|
|
-61.62% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.41 |
1.04 |
| 1M High / 1M Low: |
3.40 |
1.04 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.28 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.25 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.27% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
