JP Morgan Call 400 AON 17.04.2025/  DE000JV2FMQ9  /

EUWAX
2024-12-20  10:54:01 AM Chg.-0.090 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.540EUR -14.29% -
Bid Size: -
-
Ask Size: -
Aon PLC 400.00 USD 2025-04-17 Call
 

Master data

WKN: JV2FMQ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Aon PLC
Type: Warrant
Option type: Call
Strike price: 400.00 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: 42.68
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.18
Parity: -3.98
Time value: 0.81
Break-even: 391.60
Moneyness: 0.90
Premium: 0.14
Premium p.a.: 0.50
Spread abs.: 0.19
Spread %: 31.25%
Delta: 0.27
Theta: -0.08
Omega: 11.72
Rho: 0.28
 

Quote data

Open: 0.540
High: 0.540
Low: 0.540
Previous Close: 0.630
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -40.00%
1 Month
  -68.97%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.780 0.540
1M High / 1M Low: 2.280 0.540
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.694
Avg. volume 1W:   0.000
Avg. price 1M:   1.422
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   161.83%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -