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JP Morgan Call 100 3QD 20.12.2024/  DE000JL07RC8  /

EUWAX
2024-09-10  8:54:45 AM Chg.-0.02 Bid9:23:43 AM Ask9:23:43 AM Underlying Strike price Expiration date Option type
1.43EUR -1.38% 1.43
Bid Size: 5,000		 1.47
Ask Size: 5,000		 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: 6.55
Leverage: Yes

Calculated values

Fair value: 0.78
Intrinsic value: 0.00
Implied volatility: 0.76
Historic volatility: 0.41
Parity: -0.24
Time value: 1.49
Break-even: 114.90
Moneyness: 0.98
Premium: 0.18
Premium p.a.: 0.80
Spread abs.: 0.04
Spread %: 2.76%
Delta: 0.57
Theta: -0.08
Omega: 3.70
Rho: 0.11
 

Quote data

Open: 1.43
High: 1.43
Low: 1.43
Previous Close: 1.45
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -28.50%
1 Month
  -33.80%
3 Months
  -26.67%
YTD
  -59.94%
1 Year
  -43.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.00 1.45
1M High / 1M Low: 2.15 1.45
6M High / 6M Low: 3.99 1.45
High (YTD): 2024-02-13 4.67
Low (YTD): 2024-09-09 1.45
52W High: 2024-02-13 4.67
52W Low: 2023-11-02 1.25
Avg. price 1W:   1.62
Avg. volume 1W:   0.00
Avg. price 1M:   1.93
Avg. volume 1M:   0.00
Avg. price 6M:   2.80
Avg. volume 6M:   0.00
Avg. price 1Y:   2.90
Avg. volume 1Y:   0.00
Volatility 1M:   127.20%
Volatility 6M:   111.97%
Volatility 1Y:   139.00%
Volatility 3Y:   -