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JP Morgan Call 14.5 VIPS 17.01.20.../  DE000JB2FWW0  /

EUWAX
2024-12-20  9:23:22 AM Chg.+0.005 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
0.037EUR +15.63% -
Bid Size: -		 -
Ask Size: -		 Vipshop Holdings Ltd 14.50 USD 2025-01-17 Call
 

Master data

WKN: JB2FWW
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Vipshop Holdings Ltd
Type: Warrant
Option type: Call
Strike price: 14.50 USD
Maturity: 2025-01-17
Issue date: 2023-09-13
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 25.04
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.61
Historic volatility: 0.45
Parity: -0.09
Time value: 0.05
Break-even: 14.42
Moneyness: 0.94
Premium: 0.11
Premium p.a.: 2.98
Spread abs.: 0.01
Spread %: 23.81%
Delta: 0.38
Theta: -0.02
Omega: 9.54
Rho: 0.00
 

Quote data

Open: 0.037
High: 0.037
Low: 0.037
Previous Close: 0.032
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.93%
1 Month
  -36.21%
3 Months
  -59.34%
YTD
  -92.75%
1 Year
  -91.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.050 0.032
1M High / 1M Low: 0.085 0.032
6M High / 6M Low: 0.370 0.032
High (YTD): 2024-02-29 0.620
Low (YTD): 2024-12-19 0.032
52W High: 2024-02-29 0.620
52W Low: 2024-12-19 0.032
Avg. price 1W:   0.040
Avg. volume 1W:   0.000
Avg. price 1M:   0.055
Avg. volume 1M:   0.000
Avg. price 6M:   0.136
Avg. volume 6M:   0.000
Avg. price 1Y:   0.268
Avg. volume 1Y:   0.000
Volatility 1M:   431.45%
Volatility 6M:   297.90%
Volatility 1Y:   224.28%
Volatility 3Y:   -