JP Morgan Call 47 SLV 21.03.2025
/ DE000JK6PNS6
JP Morgan Call 47 SLV 21.03.2025/ DE000JK6PNS6 /
2024-05-30 11:05:05 AM |
Chg.-0.10 |
Bid11:40:56 AM |
Ask11:40:56 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.09EUR |
-8.40% |
1.07 Bid Size: 25,000 |
1.09 Ask Size: 25,000 |
SILBER (Fixing) |
47.00 USD |
2025-03-21 |
Call |
Master data
WKN: |
JK6PNS |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
SILBER (Fixing) |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
47.00 USD |
Maturity: |
2025-03-21 |
Issue date: |
2024-04-16 |
Last trading day: |
2025-03-20 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
24.04 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.17 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.42 |
Historic volatility: |
0.24 |
Parity: |
-13.91 |
Time value: |
1.23 |
Break-even: |
44.75 |
Moneyness: |
0.68 |
Premium: |
0.51 |
Premium p.a.: |
0.67 |
Spread abs.: |
0.14 |
Spread %: |
12.71% |
Delta: |
0.23 |
Theta: |
-0.01 |
Omega: |
5.44 |
Rho: |
0.04 |
Quote data
Open: |
1.06 |
High: |
1.09 |
Low: |
1.06 |
Previous Close: |
1.19 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+21.11% |
1 Month |
|
|
+118.00% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.19 |
0.90 |
1M High / 1M Low: |
1.35 |
0.50 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.04 |
Avg. volume 1W: |
|
200 |
Avg. price 1M: |
|
0.84 |
Avg. volume 1M: |
|
95.24 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
196.44% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |