JP Morgan Call 45 DVN 21.03.2025
/ DE000JB385J5
JP Morgan Call 45 DVN 21.03.2025/ DE000JB385J5 /
| 2024-05-20 9:05:56 AM |
Chg.- |
Bid8:05:34 AM |
Ask8:05:34 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
- |
0.760
Bid Size: 7,500 |
0.800
Ask Size: 7,500 |
Devon Energy Corp |
45.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
JB385J |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Devon Energy Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-10-04 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.71 |
| Intrinsic value: |
0.42 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.23 |
| Parity: |
0.42 |
| Time value: |
0.37 |
| Break-even: |
49.29 |
| Moneyness: |
1.10 |
| Premium: |
0.08 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.04 |
| Spread %: |
5.33% |
| Delta: |
0.73 |
| Theta: |
-0.01 |
| Omega: |
4.22 |
| Rho: |
0.21 |
Quote data
| Open: |
0.750 |
| High: |
0.750 |
| Low: |
0.750 |
| Previous Close: |
0.740 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.25% |
| 1 Month |
|
|
-26.47% |
| 3 Months |
|
|
+41.51% |
| YTD |
|
|
+4.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.800 |
0.740 |
| 1M High / 1M Low: |
1.070 |
0.740 |
| 6M High / 6M Low: |
1.190 |
0.440 |
| High (YTD): |
2024-04-11 |
1.190 |
| Low (YTD): |
2024-02-06 |
0.440 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.772 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.903 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.714 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.99% |
| Volatility 6M: |
|
82.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
