JP Morgan Call 390 AON 17.04.2025/  DE000JV2FMP1  /

EUWAX
2024-12-20  10:54:01 AM Chg.-0.110 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.760EUR -12.64% -
Bid Size: -
-
Ask Size: -
Aon PLC 390.00 USD 2025-04-17 Call
 

Master data

WKN: JV2FMP
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Aon PLC
Type: Warrant
Option type: Call
Strike price: 390.00 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: 32.74
Leverage: Yes

Calculated values

Fair value: 0.50
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.18
Parity: -3.02
Time value: 1.05
Break-even: 384.46
Moneyness: 0.92
Premium: 0.12
Premium p.a.: 0.42
Spread abs.: 0.15
Spread %: 16.67%
Delta: 0.33
Theta: -0.09
Omega: 10.94
Rho: 0.33
 

Quote data

Open: 0.760
High: 0.760
Low: 0.760
Previous Close: 0.870
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -36.67%
1 Month
  -65.30%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.060 0.760
1M High / 1M Low: 2.810 0.760
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.952
Avg. volume 1W:   0.000
Avg. price 1M:   1.816
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   147.94%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -