JP Morgan Call 90 FAST 17.10.2025/  DE000JV71FZ9  /

EUWAX
2024-12-23  12:51:05 PM Chg.+0.030 Bid3:55:31 PM Ask3:55:31 PM Underlying Strike price Expiration date Option type
0.280EUR +12.00% 0.260
Bid Size: 75,000
0.280
Ask Size: 75,000
Fastenal Company 90.00 USD 2025-10-17 Call
 

Master data

WKN: JV71FZ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Fastenal Company
Type: Warrant
Option type: Call
Strike price: 90.00 USD
Maturity: 2025-10-17
Issue date: 2024-12-16
Last trading day: 2025-10-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 20.49
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.22
Parity: -1.45
Time value: 0.35
Break-even: 89.76
Moneyness: 0.83
Premium: 0.25
Premium p.a.: 0.32
Spread abs.: 0.07
Spread %: 25.00%
Delta: 0.32
Theta: -0.01
Omega: 6.56
Rho: 0.16
 

Quote data

Open: 0.280
High: 0.280
Low: 0.280
Previous Close: 0.250
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.00%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.250
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.332
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:   -