JP Morgan Call 45 DVN 17.01.2025
/ DE000JB35PG5
JP Morgan Call 45 DVN 17.01.2025/ DE000JB35PG5 /
| 2024-05-31 9:21:31 AM |
Chg.+0.020 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.550EUR |
+3.77% |
-
Bid Size: - |
-
Ask Size: - |
Devon Energy Corp |
45.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
JB35PG |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Devon Energy Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-10-04 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.61 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.24 |
| Parity: |
0.38 |
| Time value: |
0.29 |
| Break-even: |
48.18 |
| Moneyness: |
1.09 |
| Premium: |
0.06 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.03 |
| Spread %: |
4.69% |
| Delta: |
0.73 |
| Theta: |
-0.01 |
| Omega: |
4.90 |
| Rho: |
0.16 |
Quote data
| Open: |
0.550 |
| High: |
0.550 |
| Low: |
0.550 |
| Previous Close: |
0.530 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.78% |
| 1 Month |
|
|
-43.88% |
| 3 Months |
|
|
+14.58% |
| YTD |
|
|
-19.12% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.630 |
0.530 |
| 1M High / 1M Low: |
0.820 |
0.530 |
| 6M High / 6M Low: |
1.110 |
0.390 |
| High (YTD): |
2024-04-11 |
1.110 |
| Low (YTD): |
2024-02-06 |
0.390 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.586 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.701 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.650 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.21% |
| Volatility 6M: |
|
92.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
