JP Morgan Call 12.5 XPEV 17.01.2025
/ DE000JB91Z25
JP Morgan Call 12.5 XPEV 17.01.20.../ DE000JB91Z25 /
| 2024-05-28 8:29:08 AM |
Chg.-0.05 |
Bid6:26:13 PM |
Ask6:26:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.23EUR |
-3.91% |
1.26
Bid Size: 75,000 |
1.28
Ask Size: 75,000 |
XPeng Inc |
12.50 USD |
2025-01-17 |
Call |
Master data
| WKN: |
JB91Z2 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
XPeng Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.50 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-01-09 |
| Last trading day: |
2025-01-16 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.95 |
| Historic volatility: |
0.71 |
| Parity: |
-3.96 |
| Time value: |
1.28 |
| Break-even: |
12.79 |
| Moneyness: |
0.66 |
| Premium: |
0.69 |
| Premium p.a.: |
1.28 |
| Spread abs.: |
0.09 |
| Spread %: |
7.75% |
| Delta: |
0.44 |
| Theta: |
-0.01 |
| Omega: |
2.61 |
| Rho: |
0.01 |
Quote data
| Open: |
1.23 |
| High: |
1.23 |
| Low: |
1.23 |
| Previous Close: |
1.28 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.65% |
| 1 Month |
|
|
+6.03% |
| 3 Months |
|
|
-33.87% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.54 |
1.21 |
| 1M High / 1M Low: |
1.70 |
1.08 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.32 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.32 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
195.76% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
