JP Morgan Call 13 F 20.12.2024/  DE000JK95EV3  /

EUWAX
2024-07-05  9:59:16 AM Chg.+0.040 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.940EUR +4.44% -
Bid Size: -
-
Ask Size: -
Ford Motor Company 13.00 USD 2024-12-20 Call
 

Master data

WKN: JK95EV
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Ford Motor Company
Type: Warrant
Option type: Call
Strike price: 13.00 USD
Maturity: 2024-12-20
Issue date: 2024-05-16
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 13.13
Leverage: Yes

Calculated values

Fair value: 0.98
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.29
Parity: -0.12
Time value: 0.91
Break-even: 12.93
Moneyness: 0.99
Premium: 0.09
Premium p.a.: 0.20
Spread abs.: 0.08
Spread %: 10.11%
Delta: 0.55
Theta: 0.00
Omega: 7.23
Rho: 0.03
 

Quote data

Open: 0.940
High: 0.940
Low: 0.940
Previous Close: 0.900
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+34.29%
1 Month  
+34.29%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.950 0.820
1M High / 1M Low: 0.950 0.570
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.898
Avg. volume 1W:   0.000
Avg. price 1M:   0.710
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   132.40%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -