JP Morgan Call 45 DVN 19.09.2025
/ DE000JK03KW2
JP Morgan Call 45 DVN 19.09.2025/ DE000JK03KW2 /
| 2024-05-31 12:49:19 PM |
Chg.+0.010 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
+1.23% |
-
Bid Size: - |
-
Ask Size: - |
Devon Energy Corp |
45.00 USD |
2025-09-19 |
Call |
Master data
| WKN: |
JK03KW |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Devon Energy Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 USD |
| Maturity: |
2025-09-19 |
| Issue date: |
2024-01-29 |
| Last trading day: |
2025-09-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.24 |
| Parity: |
0.38 |
| Time value: |
0.51 |
| Break-even: |
50.33 |
| Moneyness: |
1.09 |
| Premium: |
0.11 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.05 |
| Spread %: |
5.49% |
| Delta: |
0.72 |
| Theta: |
-0.01 |
| Omega: |
3.67 |
| Rho: |
0.31 |
Quote data
| Open: |
0.820 |
| High: |
0.820 |
| Low: |
0.820 |
| Previous Close: |
0.810 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.65% |
| 1 Month |
|
|
-32.79% |
| 3 Months |
|
|
+20.59% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.950 |
0.800 |
| 1M High / 1M Low: |
1.080 |
0.800 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.846 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.962 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.65% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
