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JP Morgan Call 115 DDOG 20.09.202.../  DE000JL6RPG1  /

EUWAX
2024-08-02  8:48:02 AM Chg.-0.120 Bid7:54:44 PM Ask7:54:44 PM Underlying Strike price Expiration date Option type
0.810EUR -12.90% 0.650
Bid Size: 75,000		 0.660
Ask Size: 75,000		 Datadog Inc 115.00 USD 2024-09-20 Call
 

Master data

WKN: JL6RPG
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Datadog Inc
Type: Warrant
Option type: Call
Strike price: 115.00 USD
Maturity: 2024-09-20
Issue date: 2023-07-05
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.65
Leverage: Yes

Calculated values

Fair value: 0.62
Intrinsic value: 0.00
Implied volatility: 0.62
Historic volatility: 0.44
Parity: -0.18
Time value: 0.90
Break-even: 115.62
Moneyness: 0.98
Premium: 0.10
Premium p.a.: 1.07
Spread abs.: 0.04
Spread %: 4.65%
Delta: 0.53
Theta: -0.10
Omega: 6.12
Rho: 0.06
 

Quote data

Open: 0.810
High: 0.810
Low: 0.810
Previous Close: 0.930
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -38.17%
1 Month
  -58.67%
3 Months
  -64.32%
YTD
  -67.07%
1 Year
  -65.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.310 0.930
1M High / 1M Low: 2.210 0.930
6M High / 6M Low: 3.400 0.780
High (YTD): 2024-02-12 3.400
Low (YTD): 2024-06-10 0.780
52W High: 2024-02-12 3.400
52W Low: 2023-11-07 0.660
Avg. price 1W:   1.096
Avg. volume 1W:   0.000
Avg. price 1M:   1.548
Avg. volume 1M:   0.000
Avg. price 6M:   1.940
Avg. volume 6M:   0.000
Avg. price 1Y:   1.851
Avg. volume 1Y:   0.000
Volatility 1M:   173.90%
Volatility 6M:   154.13%
Volatility 1Y:   197.77%
Volatility 3Y:   -