JP Morgan Call 44 VZ 20.06.2025
/ DE000JB6L0M9
JP Morgan Call 44 VZ 20.06.2025/ DE000JB6L0M9 /
2024-08-28 9:24:35 AM |
Chg.0.000 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.160EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
Verizon Communicatio... |
44.00 USD |
2025-06-20 |
Call |
Master data
WKN: |
JB6L0M |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Verizon Communications Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
44.00 USD |
Maturity: |
2025-06-20 |
Issue date: |
2023-11-01 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
21.81 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.21 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.16 |
Historic volatility: |
0.20 |
Parity: |
-0.23 |
Time value: |
0.17 |
Break-even: |
41.07 |
Moneyness: |
0.94 |
Premium: |
0.11 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.01 |
Spread %: |
6.25% |
Delta: |
0.45 |
Theta: |
-0.01 |
Omega: |
9.76 |
Rho: |
0.12 |
Quote data
Open: |
0.160 |
High: |
0.160 |
Low: |
0.160 |
Previous Close: |
0.160 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+6.67% |
3 Months |
|
|
-5.88% |
YTD |
|
|
0.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.160 |
0.150 |
1M High / 1M Low: |
0.170 |
0.140 |
6M High / 6M Low: |
0.360 |
0.110 |
High (YTD): |
2024-04-04 |
0.360 |
Low (YTD): |
2024-07-24 |
0.110 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.158 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.155 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.202 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
103.71% |
Volatility 6M: |
|
137.58% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |