JP Morgan Call 19 VALE 17.01.2025
/ DE000JL7YWK3
JP Morgan Call 19 VALE 17.01.2025/ DE000JL7YWK3 /
| 2024-05-29 9:38:18 AM |
Chg.-0.001 |
Bid12:54:39 PM |
Ask12:54:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.009EUR |
-10.00% |
0.010
Bid Size: 15,000 |
0.020
Ask Size: 15,000 |
Vale SA |
19.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
JL7YWK |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Vale SA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
19.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-07-26 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
51.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.27 |
| Parity: |
-0.61 |
| Time value: |
0.02 |
| Break-even: |
17.73 |
| Moneyness: |
0.65 |
| Premium: |
0.56 |
| Premium p.a.: |
1.00 |
| Spread abs.: |
0.01 |
| Spread %: |
166.67% |
| Delta: |
0.14 |
| Theta: |
0.00 |
| Omega: |
7.01 |
| Rho: |
0.01 |
Quote data
| Open: |
0.009 |
| High: |
0.009 |
| Low: |
0.009 |
| Previous Close: |
0.010 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.77% |
| 1 Month |
|
|
-25.00% |
| 3 Months |
|
|
-62.50% |
| YTD |
|
|
-90.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.013 |
0.009 |
| 1M High / 1M Low: |
0.016 |
0.009 |
| 6M High / 6M Low: |
0.099 |
0.009 |
| High (YTD): |
2024-01-02 |
0.091 |
| Low (YTD): |
2024-05-24 |
0.009 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.010 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.012 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.035 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
204.99% |
| Volatility 6M: |
|
168.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
