JP Morgan Call 1.39 GBP/USD 21.03.../  DE000JB6B4W2  /

EUWAX
02/08/2024  21:19:48 Chg.+0.080 Bid22:00:35 Ask22:00:35 Underlying Strike price Expiration date Option type
0.360EUR +28.57% -
Bid Size: -
-
Ask Size: -
- 1.39 USD 21/03/2025 Call
 

Master data

WKN: JB6B4W
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 1.39 USD
Maturity: 21/03/2025
Issue date: 07/11/2023
Last trading day: 20/03/2025
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 310.80
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.07
Historic volatility: 0.06
Parity: -10.76
Time value: 0.38
Break-even: 1.29
Moneyness: 0.92
Premium: 0.09
Premium p.a.: 0.15
Spread abs.: 0.09
Spread %: 31.03%
Delta: 0.12
Theta: 0.00
Omega: 38.20
Rho: 0.00
 

Quote data

Open: 0.280
High: 0.360
Low: 0.270
Previous Close: 0.280
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+28.57%
3 Months  
+9.09%
YTD
  -60.44%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.280
1M High / 1M Low: 0.520 0.280
6M High / 6M Low: 0.710 0.220
High (YTD): 08/01/2024 0.970
Low (YTD): 01/07/2024 0.220
52W High: - -
52W Low: - -
Avg. price 1W:   0.330
Avg. volume 1W:   0.000
Avg. price 1M:   0.378
Avg. volume 1M:   0.000
Avg. price 6M:   0.411
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   171.32%
Volatility 6M:   127.28%
Volatility 1Y:   -
Volatility 3Y:   -