JP Morgan Call 85 NDAQ 21.03.2025
/ DE000JV12A26
JP Morgan Call 85 NDAQ 21.03.2025/ DE000JV12A26 /
| 23/12/2024 11:37:16 |
Chg.+0.010 |
Bid22:00:32 |
Ask22:00:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.140EUR |
+7.69% |
-
Bid Size: - |
-
Ask Size: - |
Nasdaq Inc |
85.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
JV12A2 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Nasdaq Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
17/09/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
47.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.17 |
| Parity: |
-0.58 |
| Time value: |
0.16 |
| Break-even: |
83.31 |
| Moneyness: |
0.93 |
| Premium: |
0.10 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.03 |
| Spread %: |
23.08% |
| Delta: |
0.30 |
| Theta: |
-0.02 |
| Omega: |
14.30 |
| Rho: |
0.05 |
Quote data
| Open: |
0.140 |
| High: |
0.140 |
| Low: |
0.140 |
| Previous Close: |
0.130 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.32% |
| 1 Month |
|
|
-53.33% |
| 3 Months |
|
|
+41.41% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.190 |
0.130 |
| 1M High / 1M Low: |
0.370 |
0.130 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.155 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.255 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
155.70% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
