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JP Morgan Call 145 iShares Nasdaq.../  DE000JT2FPE2  /

EUWAX
2024-07-10  8:41:03 AM Chg.+0.030 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.570EUR +5.56% -
Bid Size: -		 -
Ask Size: -		 - 145.00 - 2025-01-17 Call
 

Master data

WKN: JT2FPE
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 145.00 -
Maturity: 2025-01-17
Issue date: 2024-06-25
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 20.06
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.15
Parity: -1.66
Time value: 0.64
Break-even: 151.40
Moneyness: 0.89
Premium: 0.18
Premium p.a.: 0.37
Spread abs.: 0.07
Spread %: 12.28%
Delta: 0.37
Theta: -0.03
Omega: 7.33
Rho: 0.21
 

Quote data

Open: 0.570
High: 0.570
Low: 0.570
Previous Close: 0.540
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.33%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.540 0.440
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.472
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -