JP Morgan Call 90 AIG 21.03.2025
/ DE000JT27KA8
JP Morgan Call 90 AIG 21.03.2025/ DE000JT27KA8 /
11/10/2024 09:51:45 |
Chg.+0.022 |
Bid20:54:11 |
Ask20:54:11 |
Underlying |
Strike price |
Expiration date |
Option type |
0.100EUR |
+28.21% |
0.120 Bid Size: 75,000 |
0.140 Ask Size: 75,000 |
American Internation... |
90.00 USD |
21/03/2025 |
Call |
Master data
WKN: |
JT27KA |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
American International Group Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
90.00 USD |
Maturity: |
21/03/2025 |
Issue date: |
21/06/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
50.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.19 |
Parity: |
-1.23 |
Time value: |
0.14 |
Break-even: |
83.71 |
Moneyness: |
0.85 |
Premium: |
0.20 |
Premium p.a.: |
0.50 |
Spread abs.: |
0.05 |
Spread %: |
60.92% |
Delta: |
0.22 |
Theta: |
-0.01 |
Omega: |
10.99 |
Rho: |
0.06 |
Quote data
Open: |
0.100 |
High: |
0.100 |
Low: |
0.100 |
Previous Close: |
0.078 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+96.08% |
1 Month |
|
|
+25.00% |
3 Months |
|
|
-41.18% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.088 |
0.051 |
1M High / 1M Low: |
0.088 |
0.047 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.070 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.070 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
317.34% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |