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JP Morgan Call 100 3QD 20.12.2024/  DE000JL07RC8  /

EUWAX
2024-07-09  8:44:11 AM Chg.-0.15 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
3.61EUR -3.99% -
Bid Size: -		 -
Ask Size: -		 DATADOG INC. A DL-,... 100.00 - 2024-12-20 Call
 

Master data

WKN: JL07RC
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: DATADOG INC. A DL-,00001
Type: Warrant
Option type: Call
Strike price: 100.00 -
Maturity: 2024-12-20
Issue date: 2023-04-12
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.34
Leverage: Yes

Calculated values

Fair value: 2.83
Intrinsic value: 2.22
Implied volatility: 0.78
Historic volatility: 0.45
Parity: 2.22
Time value: 1.44
Break-even: 136.60
Moneyness: 1.22
Premium: 0.12
Premium p.a.: 0.28
Spread abs.: 0.08
Spread %: 2.23%
Delta: 0.75
Theta: -0.07
Omega: 2.51
Rho: 0.25
 

Quote data

Open: 3.61
High: 3.61
Low: 3.61
Previous Close: 3.76
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.12%
1 Month  
+85.13%
3 Months  
+2.85%
YTD  
+1.12%
1 Year  
+25.35%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.76 3.42
1M High / 1M Low: 3.76 1.95
6M High / 6M Low: 4.67 1.95
High (YTD): 2024-02-13 4.67
Low (YTD): 2024-06-10 1.95
52W High: 2024-02-13 4.67
52W Low: 2023-11-02 1.25
Avg. price 1W:   3.57
Avg. volume 1W:   0.00
Avg. price 1M:   2.87
Avg. volume 1M:   0.00
Avg. price 6M:   3.38
Avg. volume 6M:   0.00
Avg. price 1Y:   3.00
Avg. volume 1Y:   0.00
Volatility 1M:   97.31%
Volatility 6M:   93.21%
Volatility 1Y:   138.30%
Volatility 3Y:   -