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JP Morgan Call 145 A 16.08.2024/  DE000JB8BYD2  /

EUWAX
2024-06-28  11:44:51 AM Chg.-0.018 Bid6:39:31 PM Ask6:39:31 PM Underlying Strike price Expiration date Option type
0.092EUR -16.36% 0.094
Bid Size: 50,000		 0.110
Ask Size: 50,000		 Agilent Technologies 145.00 USD 2024-08-16 Call
 

Master data

WKN: JB8BYD
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Call
Strike price: 145.00 USD
Maturity: 2024-08-16
Issue date: 2023-12-18
Last trading day: 2024-08-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 76.35
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.25
Parity: -1.33
Time value: 0.16
Break-even: 137.02
Moneyness: 0.90
Premium: 0.12
Premium p.a.: 1.35
Spread abs.: 0.07
Spread %: 79.78%
Delta: 0.21
Theta: -0.04
Omega: 16.21
Rho: 0.03
 

Quote data

Open: 0.092
High: 0.092
Low: 0.092
Previous Close: 0.110
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -42.50%
1 Month
  -91.56%
3 Months
  -92.27%
YTD
  -92.07%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.110
1M High / 1M Low: 1.090 0.100
6M High / 6M Low: 1.480 0.100
High (YTD): 2024-03-08 1.480
Low (YTD): 2024-06-17 0.100
52W High: - -
52W Low: - -
Avg. price 1W:   0.155
Avg. volume 1W:   0.000
Avg. price 1M:   0.237
Avg. volume 1M:   0.000
Avg. price 6M:   0.787
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   426.32%
Volatility 6M:   243.10%
Volatility 1Y:   -
Volatility 3Y:   -