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JP Morgan Call 140 DDOG 20.09.202.../  DE000JL6RPL1  /

EUWAX
8/2/2024  8:48:02 AM Chg.-0.040 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.190EUR -17.39% -
Bid Size: -		 -
Ask Size: -		 Datadog Inc 140.00 USD 9/20/2024 Call
 

Master data

WKN: JL6RPL
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Datadog Inc
Type: Warrant
Option type: Call
Strike price: 140.00 USD
Maturity: 9/20/2024
Issue date: 7/5/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 53.63
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.66
Historic volatility: 0.44
Parity: -3.00
Time value: 0.18
Break-even: 130.14
Moneyness: 0.77
Premium: 0.32
Premium p.a.: 7.45
Spread abs.: 0.05
Spread %: 42.86%
Delta: 0.16
Theta: -0.06
Omega: 8.79
Rho: 0.02
 

Quote data

Open: 0.190
High: 0.190
Low: 0.190
Previous Close: 0.230
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -53.66%
1 Month
  -75.64%
3 Months
  -82.73%
YTD
  -86.99%
1 Year
  -88.13%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.190
1M High / 1M Low: 0.860 0.190
6M High / 6M Low: 2.200 0.190
High (YTD): 2/12/2024 2.200
Low (YTD): 8/2/2024 0.190
52W High: 2/12/2024 2.200
52W Low: 8/2/2024 0.190
Avg. price 1W:   0.266
Avg. volume 1W:   0.000
Avg. price 1M:   0.495
Avg. volume 1M:   0.000
Avg. price 6M:   0.924
Avg. volume 6M:   0.000
Avg. price 1Y:   0.990
Avg. volume 1Y:   0.000
Volatility 1M:   241.70%
Volatility 6M:   215.14%
Volatility 1Y:   255.72%
Volatility 3Y:   -