JP Morgan Call 1050 AXON 15.01.20.../  DE000JF0D7D0  /

EUWAX
2024-12-23  4:18:04 PM Chg.+0.36 Bid9:59:57 PM Ask9:59:57 PM Underlying Strike price Expiration date Option type
11.68EUR +3.18% 11.50
Bid Size: 1,000
14.00
Ask Size: 1,000
Axon Enterprise 1,050.00 USD 2027-01-15 Call
 

Master data

WKN: JF0D7D
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Axon Enterprise
Type: Warrant
Option type: Call
Strike price: 1,050.00 USD
Maturity: 2027-01-15
Issue date: 2024-12-19
Last trading day: 2027-01-14
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.34
Leverage: Yes

Calculated values

Fair value: 5.94
Intrinsic value: 0.00
Implied volatility: 0.66
Historic volatility: 0.42
Parity: -40.09
Time value: 13.96
Break-even: 1,146.04
Moneyness: 0.60
Premium: 0.89
Premium p.a.: 0.36
Spread abs.: 2.40
Spread %: 20.71%
Delta: 0.50
Theta: -0.16
Omega: 2.17
Rho: 3.36
 

Quote data

Open: 12.16
High: 12.16
Low: 11.68
Previous Close: 11.32
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week     -
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -