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JP Morgan Call 125 DDOG 20.09.202.../  DE000JL6RPJ5  /

EUWAX
2024-08-15  8:54:37 AM Chg.-0.030 Bid6:46:17 PM Ask6:46:17 PM Underlying Strike price Expiration date Option type
0.200EUR -13.04% 0.260
Bid Size: 75,000		 0.270
Ask Size: 75,000		 Datadog Inc 125.00 USD 2024-09-20 Call
 

Master data

WKN: JL6RPJ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Datadog Inc
Type: Warrant
Option type: Call
Strike price: 125.00 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: 49.63
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.41
Parity: -0.99
Time value: 0.21
Break-even: 115.61
Moneyness: 0.91
Premium: 0.12
Premium p.a.: 2.02
Spread abs.: 0.04
Spread %: 21.05%
Delta: 0.27
Theta: -0.06
Omega: 13.46
Rho: 0.03
 

Quote data

Open: 0.200
High: 0.200
Low: 0.200
Previous Close: 0.230
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -42.86%
1 Month
  -82.76%
3 Months
  -78.02%
YTD
  -90.05%
1 Year
  -81.48%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.200
1M High / 1M Low: 1.270 0.200
6M High / 6M Low: 2.760 0.200
High (YTD): 2024-02-12 2.880
Low (YTD): 2024-08-12 0.200
52W High: 2024-02-12 2.880
52W Low: 2024-08-12 0.200
Avg. price 1W:   0.262
Avg. volume 1W:   0.000
Avg. price 1M:   0.639
Avg. volume 1M:   0.000
Avg. price 6M:   1.301
Avg. volume 6M:   0.000
Avg. price 1Y:   1.406
Avg. volume 1Y:   0.000
Volatility 1M:   268.04%
Volatility 6M:   196.15%
Volatility 1Y:   224.23%
Volatility 3Y:   -