JP Morgan Call 380 AON 17.04.2025/  DE000JV2FMN6  /

EUWAX
2024-12-20  10:54:01 AM Chg.-0.13 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
1.04EUR -11.11% -
Bid Size: -
-
Ask Size: -
Aon PLC 380.00 USD 2025-04-17 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: 2025-04-17
Issue date: 2024-10-11
Last trading day: 2025-04-16
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
  -33.33%
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:   2.28
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   135.13%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -