JP Morgan Call 15 VALE 17.01.2025
/ DE000JL7JXD7
JP Morgan Call 15 VALE 17.01.2025/ DE000JL7JXD7 /
| 2024-05-29 11:46:24 AM |
Chg.-0.008 |
Bid12:22:38 PM |
Ask12:22:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.042EUR |
-16.00% |
0.044
Bid Size: 30,000 |
0.054
Ask Size: 30,000 |
Vale SA |
15.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
JL7JXD |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Vale SA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-07-21 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
23.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.27 |
| Parity: |
-0.24 |
| Time value: |
0.05 |
| Break-even: |
14.30 |
| Moneyness: |
0.82 |
| Premium: |
0.26 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.01 |
| Spread %: |
23.81% |
| Delta: |
0.30 |
| Theta: |
0.00 |
| Omega: |
7.04 |
| Rho: |
0.02 |
Quote data
| Open: |
0.042 |
| High: |
0.042 |
| Low: |
0.042 |
| Previous Close: |
0.050 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.32% |
| 1 Month |
|
|
-17.65% |
| 3 Months |
|
|
-50.00% |
| YTD |
|
|
-81.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.057 |
0.045 |
| 1M High / 1M Low: |
0.065 |
0.045 |
| 6M High / 6M Low: |
0.240 |
0.042 |
| High (YTD): |
2024-01-02 |
0.230 |
| Low (YTD): |
2024-04-19 |
0.042 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.049 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.053 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.105 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.71% |
| Volatility 6M: |
|
138.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
