JP Morgan Call 95 AIG 21.03.2025
/ DE000JT27KB6
JP Morgan Call 95 AIG 21.03.2025/ DE000JT27KB6 /
| 8/2/2024 9:33:02 AM |
Chg.-0.049 |
Bid9:55:27 PM |
Ask9:55:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.071EUR |
-40.83% |
0.062
Bid Size: 5,000 |
0.150
Ask Size: 5,000 |
American Internation... |
95.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
JT27KB |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
American International Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
6/21/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
40.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.17 |
| Parity: |
-1.86 |
| Time value: |
0.17 |
| Break-even: |
89.77 |
| Moneyness: |
0.79 |
| Premium: |
0.29 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.09 |
| Spread %: |
117.95% |
| Delta: |
0.21 |
| Theta: |
-0.01 |
| Omega: |
8.51 |
| Rho: |
0.08 |
Quote data
| Open: |
0.071 |
| High: |
0.071 |
| Low: |
0.071 |
| Previous Close: |
0.120 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.66% |
| 1 Month |
|
|
-16.47% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.150 |
0.093 |
| 1M High / 1M Low: |
0.150 |
0.069 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.119 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.102 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
262.74% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
