JP Morgan Call 100 ON 20.06.2025
/ DE000JB8DH12
JP Morgan Call 100 ON 20.06.2025/ DE000JB8DH12 /
| 31/05/2024 10:09:51 |
Chg.+0.040 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
+7.02% |
-
Bid Size: - |
-
Ask Size: - |
ON Semiconductor |
100.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
JB8DH1 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
ON Semiconductor |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
06/12/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.40 |
| Parity: |
-2.49 |
| Time value: |
0.65 |
| Break-even: |
98.63 |
| Moneyness: |
0.73 |
| Premium: |
0.46 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.06 |
| Spread %: |
11.11% |
| Delta: |
0.37 |
| Theta: |
-0.02 |
| Omega: |
3.86 |
| Rho: |
0.19 |
Quote data
| Open: |
0.610 |
| High: |
0.610 |
| Low: |
0.610 |
| Previous Close: |
0.570 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.67% |
| 1 Month |
|
|
-7.58% |
| 3 Months |
|
|
-43.52% |
| YTD |
|
|
-58.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.670 |
0.570 |
| 1M High / 1M Low: |
0.790 |
0.570 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
08/03/2024 |
1.290 |
| Low (YTD): |
23/04/2024 |
0.410 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.622 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.634 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
173.09% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
