JP Morgan Call 46 SLV 21.03.2025
/ DE000JK64Z68
JP Morgan Call 46 SLV 21.03.2025/ DE000JK64Z68 /
2024-09-04 7:08:22 PM |
Chg.0.000 |
Bid7:21:20 PM |
Ask7:21:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.370EUR |
0.00% |
0.370 Bid Size: 50,000 |
0.390 Ask Size: 50,000 |
SILBER (Fixing) |
46.00 USD |
2025-03-21 |
Call |
Master data
WKN: |
JK64Z6 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
SILBER (Fixing) |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
46.00 USD |
Maturity: |
2025-03-21 |
Issue date: |
2024-04-15 |
Last trading day: |
2025-03-20 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
49.21 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.49 |
Historic volatility: |
0.26 |
Parity: |
-16.25 |
Time value: |
0.52 |
Break-even: |
42.15 |
Moneyness: |
0.61 |
Premium: |
0.66 |
Premium p.a.: |
1.55 |
Spread abs.: |
0.18 |
Spread %: |
54.05% |
Delta: |
0.13 |
Theta: |
-0.01 |
Omega: |
6.38 |
Rho: |
0.02 |
Quote data
Open: |
0.350 |
High: |
0.370 |
Low: |
0.350 |
Previous Close: |
0.370 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-24.49% |
1 Month |
|
|
-24.49% |
3 Months |
|
|
-53.16% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.490 |
0.370 |
1M High / 1M Low: |
0.590 |
0.360 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.434 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.470 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
151.37% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |