JP Morgan Call 45 DAL 20.06.2025
/ DE000JB6U7V4
JP Morgan Call 45 DAL 20.06.2025/ DE000JB6U7V4 /
| 9/26/2024 8:37:58 AM |
Chg.+0.090 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.770EUR |
+13.24% |
-
Bid Size: - |
-
Ask Size: - |
Delta Air Lines Inc |
45.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
JB6U7V |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
11/15/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.34 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.27 |
| Parity: |
0.34 |
| Time value: |
0.42 |
| Break-even: |
48.03 |
| Moneyness: |
1.08 |
| Premium: |
0.10 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
1.33% |
| Delta: |
0.69 |
| Theta: |
-0.01 |
| Omega: |
3.97 |
| Rho: |
0.17 |
Quote data
| Open: |
0.770 |
| High: |
0.770 |
| Low: |
0.770 |
| Previous Close: |
0.680 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.67% |
| 1 Month |
|
|
+113.89% |
| 3 Months |
|
|
-8.33% |
| YTD |
|
|
+30.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.640 |
| 1M High / 1M Low: |
0.770 |
0.330 |
| 6M High / 6M Low: |
1.280 |
0.260 |
| High (YTD): |
5/15/2024 |
1.280 |
| Low (YTD): |
8/8/2024 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.680 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.519 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.763 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.04% |
| Volatility 6M: |
|
134.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
