JP Morgan Call 45 DVN 21.03.2025
/ DE000JB385J5
JP Morgan Call 45 DVN 21.03.2025/ DE000JB385J5 /
| 08/07/2024 09:04:58 |
Chg.-0.090 |
Bid18:42:23 |
Ask18:42:23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.550EUR |
-14.06% |
0.500
Bid Size: 200,000 |
0.510
Ask Size: 200,000 |
Devon Energy Corp |
45.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
JB385J |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Devon Energy Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
04/10/2023 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.19 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.23 |
| Parity: |
0.19 |
| Time value: |
0.40 |
| Break-even: |
47.47 |
| Moneyness: |
1.05 |
| Premium: |
0.09 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.03 |
| Spread %: |
5.36% |
| Delta: |
0.66 |
| Theta: |
-0.01 |
| Omega: |
4.82 |
| Rho: |
0.16 |
Quote data
| Open: |
0.550 |
| High: |
0.550 |
| Low: |
0.550 |
| Previous Close: |
0.640 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.29% |
| 1 Month |
|
|
-1.79% |
| 3 Months |
|
|
-48.60% |
| YTD |
|
|
-23.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.620 |
| 1M High / 1M Low: |
0.640 |
0.500 |
| 6M High / 6M Low: |
1.190 |
0.440 |
| High (YTD): |
11/04/2024 |
1.190 |
| Low (YTD): |
06/02/2024 |
0.440 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.626 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.572 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.693 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.70% |
| Volatility 6M: |
|
93.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
