JP Morgan Call 115 ON 20.06.2025
/ DE000JB974S7
JP Morgan Call 115 ON 20.06.2025/ DE000JB974S7 /
| 2024-05-31 10:53:52 AM |
Chg.+0.020 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
+5.56% |
-
Bid Size: - |
-
Ask Size: - |
ON Semiconductor |
115.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
JB974S |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
ON Semiconductor |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-12-21 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.40 |
| Parity: |
-3.87 |
| Time value: |
0.43 |
| Break-even: |
110.34 |
| Moneyness: |
0.64 |
| Premium: |
0.64 |
| Premium p.a.: |
0.60 |
| Spread abs.: |
0.07 |
| Spread %: |
20.51% |
| Delta: |
0.27 |
| Theta: |
-0.02 |
| Omega: |
4.21 |
| Rho: |
0.15 |
Quote data
| Open: |
0.380 |
| High: |
0.380 |
| Low: |
0.380 |
| Previous Close: |
0.360 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.70% |
| 1 Month |
|
|
-9.52% |
| 3 Months |
|
|
-50.00% |
| YTD |
|
|
-64.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.360 |
| 1M High / 1M Low: |
0.500 |
0.360 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-02 |
0.920 |
| Low (YTD): |
2024-04-23 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.392 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.399 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
180.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
