JP Morgan Call 12 BE 16.01.2026/  DE000JK6G0H7  /

EUWAX
6/20/2024  9:04:15 AM Chg.- Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.550EUR - -
Bid Size: -
-
Ask Size: -
Bloom Energy Corpora... 12.00 - 1/16/2026 Call
 

Master data

WKN: JK6G0H
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Bloom Energy Corporation
Type: Warrant
Option type: Call
Strike price: 12.00 -
Maturity: 1/16/2026
Issue date: 4/4/2024
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 1.28
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.00
Implied volatility: 2.01
Historic volatility: 0.62
Parity: -0.10
Time value: 0.86
Break-even: 20.60
Moneyness: 0.92
Premium: 0.88
Premium p.a.: 0.51
Spread abs.: 0.30
Spread %: 53.57%
Delta: 0.89
Theta: 0.00
Omega: 1.14
Rho: 0.02
 

Quote data

Open: 0.550
High: 0.550
Low: 0.550
Previous Close: 0.570
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -25.68%
3 Months  
+3.77%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.740 0.550
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.655
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   84.85%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -