JP Morgan Call 75 ON 20.06.2025
/ DE000JB8CMV7
JP Morgan Call 75 ON 20.06.2025/ DE000JB8CMV7 /
| 2024-05-31 10:09:46 AM |
Chg.+0.06 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.30EUR |
+4.84% |
-
Bid Size: - |
-
Ask Size: - |
ON Semiconductor |
75.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
JB8CMV |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
ON Semiconductor |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-12-06 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.40 |
| Parity: |
-0.18 |
| Time value: |
1.42 |
| Break-even: |
83.33 |
| Moneyness: |
0.97 |
| Premium: |
0.24 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.06 |
| Spread %: |
4.41% |
| Delta: |
0.61 |
| Theta: |
-0.02 |
| Omega: |
2.90 |
| Rho: |
0.28 |
Quote data
| Open: |
1.30 |
| High: |
1.30 |
| Low: |
1.30 |
| Previous Close: |
1.24 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.76% |
| 1 Month |
|
|
-3.70% |
| 3 Months |
|
|
-34.34% |
| YTD |
|
|
-47.37% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.41 |
1.24 |
| 1M High / 1M Low: |
1.62 |
1.23 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-08 |
2.24 |
| Low (YTD): |
2024-04-23 |
0.89 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.33 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.35 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.73% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
