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JP Morgan Call 14 FR 20.12.2024/  DE000JB5AY58  /

EUWAX
10/10/2024  12:45:37 PM Chg.0.000 Bid10:00:26 PM Ask10:00:26 PM Underlying Strike price Expiration date Option type
0.008EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 Valeo SA 14.00 EUR 12/20/2024 Call
 

Master data

WKN: JB5AY5
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Valeo SA
Type: Warrant
Option type: Call
Strike price: 14.00 EUR
Maturity: 12/20/2024
Issue date: 10/10/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 26.51
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.74
Historic volatility: 0.43
Parity: -0.37
Time value: 0.04
Break-even: 14.39
Moneyness: 0.74
Premium: 0.39
Premium p.a.: 4.47
Spread abs.: 0.03
Spread %: 333.33%
Delta: 0.23
Theta: -0.01
Omega: 6.10
Rho: 0.00
 

Quote data

Open: 0.008
High: 0.008
Low: 0.008
Previous Close: 0.008
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.00%
1 Month  
+166.67%
3 Months
  -46.67%
YTD
  -96.67%
1 Year
  -97.58%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.011 0.006
1M High / 1M Low: 0.013 0.002
6M High / 6M Low: 0.140 0.002
High (YTD): 1/2/2024 0.240
Low (YTD): 9/23/2024 0.002
52W High: 10/10/2023 0.330
52W Low: 9/23/2024 0.002
Avg. price 1W:   0.009
Avg. volume 1W:   0.000
Avg. price 1M:   0.006
Avg. volume 1M:   0.000
Avg. price 6M:   0.036
Avg. volume 6M:   0.000
Avg. price 1Y:   0.096
Avg. volume 1Y:   2,343.758
Volatility 1M:   831.80%
Volatility 6M:   437.53%
Volatility 1Y:   337.13%
Volatility 3Y:   -