JP Morgan Call 15 VFC 17.01.2025
/ DE000JB5JF60
JP Morgan Call 15 VFC 17.01.2025/ DE000JB5JF60 /
| 2024-05-31 4:15:57 PM |
Chg.+0.073 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
+75.26% |
-
Bid Size: - |
-
Ask Size: - |
VF Corporation |
15.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
JB5JF6 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
VF Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-11-02 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.51 |
| Parity: |
-0.16 |
| Time value: |
0.17 |
| Break-even: |
15.53 |
| Moneyness: |
0.89 |
| Premium: |
0.27 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.01 |
| Spread %: |
6.25% |
| Delta: |
0.50 |
| Theta: |
-0.01 |
| Omega: |
3.61 |
| Rho: |
0.03 |
Quote data
| Open: |
0.130 |
| High: |
0.170 |
| Low: |
0.130 |
| Previous Close: |
0.097 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+71.72% |
| 1 Month |
|
|
+6.25% |
| 3 Months |
|
|
-56.41% |
| YTD |
|
|
-71.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.170 |
0.097 |
| 1M High / 1M Low: |
0.170 |
0.076 |
| 6M High / 6M Low: |
0.720 |
0.076 |
| High (YTD): |
2024-01-02 |
0.570 |
| Low (YTD): |
2024-05-23 |
0.076 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.119 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.132 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.333 |
| Avg. volume 6M: |
|
8 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
336.82% |
| Volatility 6M: |
|
181.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
