JP Morgan Call 115 QCI 20.06.2025
/ DE000JB2P8K6
JP Morgan Call 115 QCI 20.06.2025/ DE000JB2P8K6 /
| 2024-05-31 10:49:12 AM |
Chg.- |
Bid10:05:37 AM |
Ask10:05:37 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.82EUR |
- |
9.09
Bid Size: 5,000 |
-
Ask Size: - |
QUALCOMM INC. DL-... |
115.00 - |
2025-06-20 |
Call |
Master data
| WKN: |
JB2P8K |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
QUALCOMM INC. DL-,0001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 - |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-09-25 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.79 |
| Intrinsic value: |
7.30 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.28 |
| Parity: |
7.30 |
| Time value: |
1.52 |
| Break-even: |
203.20 |
| Moneyness: |
1.63 |
| Premium: |
0.08 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.06 |
| Spread %: |
0.68% |
| Delta: |
0.87 |
| Theta: |
-0.04 |
| Omega: |
1.86 |
| Rho: |
0.79 |
Quote data
| Open: |
8.82 |
| High: |
8.82 |
| Low: |
8.82 |
| Previous Close: |
8.98 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.96% |
| 1 Month |
|
|
+29.71% |
| 3 Months |
|
|
+74.31% |
| YTD |
|
|
+119.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.68 |
8.82 |
| 1M High / 1M Low: |
9.68 |
6.61 |
| 6M High / 6M Low: |
9.68 |
2.96 |
| High (YTD): |
2024-05-28 |
9.68 |
| Low (YTD): |
2024-01-05 |
3.26 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.27 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.87 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.23 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
58.46% |
| Volatility 6M: |
|
71.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
