OverviewChartNewsTraderScreen

JP Morgan Call 120 3QD 20.12.2024/  DE000JL07RH7  /

EUWAX
7/9/2024  8:44:11 AM Chg.-0.13 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
2.33EUR -5.28% -
Bid Size: -		 -
Ask Size: -		 DATADOG INC. A DL-,... 120.00 - 12/20/2024 Call
 

Master data

WKN: JL07RH
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: DATADOG INC. A DL-,00001
Type: Warrant
Option type: Call
Strike price: 120.00 -
Maturity: 12/20/2024
Issue date: 4/12/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.16
Leverage: Yes

Calculated values

Fair value: 1.65
Intrinsic value: 0.22
Implied volatility: 0.68
Historic volatility: 0.45
Parity: 0.22
Time value: 2.15
Break-even: 143.70
Moneyness: 1.02
Premium: 0.18
Premium p.a.: 0.43
Spread abs.: 0.06
Spread %: 2.60%
Delta: 0.62
Theta: -0.07
Omega: 3.19
Rho: 0.23
 

Quote data

Open: 2.33
High: 2.33
Low: 2.33
Previous Close: 2.46
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.43%
1 Month  
+106.19%
3 Months
  -5.67%
YTD
  -10.38%
1 Year  
+21.99%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.46 2.18
1M High / 1M Low: 2.46 1.08
6M High / 6M Low: 3.56 1.08
High (YTD): 2/12/2024 3.56
Low (YTD): 6/10/2024 1.08
52W High: 2/12/2024 3.56
52W Low: 11/7/2023 0.80
Avg. price 1W:   2.27
Avg. volume 1W:   0.00
Avg. price 1M:   1.73
Avg. volume 1M:   0.00
Avg. price 6M:   2.33
Avg. volume 6M:   0.00
Avg. price 1Y:   2.11
Avg. volume 1Y:   0.00
Volatility 1M:   124.76%
Volatility 6M:   114.67%
Volatility 1Y:   165.38%
Volatility 3Y:   -