JP Morgan Call 20 VFC 19.09.2025
/ DE000JK6J337
JP Morgan Call 20 VFC 19.09.2025/ DE000JK6J337 /
2024-06-07 3:57:18 PM |
Chg.-0.010 |
Bid6:52:28 PM |
Ask6:52:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.150EUR |
-6.25% |
0.150 Bid Size: 400,000 |
0.160 Ask Size: 400,000 |
VF Corporation |
20.00 USD |
2025-09-19 |
Call |
Master data
WKN: |
JK6J33 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
VF Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
20.00 USD |
Maturity: |
2025-09-19 |
Issue date: |
2024-04-02 |
Last trading day: |
2025-09-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.92 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.14 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.58 |
Historic volatility: |
0.51 |
Parity: |
-0.59 |
Time value: |
0.18 |
Break-even: |
20.16 |
Moneyness: |
0.68 |
Premium: |
0.62 |
Premium p.a.: |
0.45 |
Spread abs.: |
0.02 |
Spread %: |
12.50% |
Delta: |
0.42 |
Theta: |
0.00 |
Omega: |
2.93 |
Rho: |
0.04 |
Quote data
Open: |
0.160 |
High: |
0.160 |
Low: |
0.150 |
Previous Close: |
0.160 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+7.14% |
1 Month |
|
|
0.00% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.170 |
0.140 |
1M High / 1M Low: |
0.170 |
0.089 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.158 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.140 |
Avg. volume 1M: |
|
8,130.435 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
247.11% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |