JP Morgan Call 80 FAST 21.02.2025/  DE000JV8LJM9  /

EUWAX
2024-12-20  12:57:19 PM Chg.- Bid12:31:00 PM Ask12:31:00 PM Underlying Strike price Expiration date Option type
0.100EUR - 0.120
Bid Size: 5,000
0.140
Ask Size: 5,000
Fastenal Company 80.00 USD 2025-02-21 Call
 

Master data

WKN: JV8LJM
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Fastenal Company
Type: Warrant
Option type: Call
Strike price: 80.00 USD
Maturity: 2025-02-21
Issue date: 2024-12-16
Last trading day: 2025-02-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 44.82
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.22
Parity: -0.50
Time value: 0.16
Break-even: 78.28
Moneyness: 0.94
Premium: 0.09
Premium p.a.: 0.70
Spread abs.: 0.03
Spread %: 23.08%
Delta: 0.32
Theta: -0.03
Omega: 14.16
Rho: 0.03
 

Quote data

Open: 0.100
High: 0.100
Low: 0.100
Previous Close: 0.120
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -60.00%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.100
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.184
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -