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JP Morgan Call 145 iShares Nasdaq.../  DE000JK2RRW4  /

EUWAX
10/07/2024  09:59:50 Chg.+0.020 Bid22:00:38 Ask22:00:38 Underlying Strike price Expiration date Option type
0.220EUR +10.00% -
Bid Size: -		 -
Ask Size: -		 - 145.00 - 20/09/2024 Call
 

Master data

WKN: JK2RRW
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 145.00 -
Maturity: 20/09/2024
Issue date: 15/02/2024
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 45.86
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.15
Parity: -1.66
Time value: 0.28
Break-even: 147.80
Moneyness: 0.89
Premium: 0.15
Premium p.a.: 1.04
Spread abs.: 0.06
Spread %: 27.27%
Delta: 0.25
Theta: -0.05
Omega: 11.64
Rho: 0.06
 

Quote data

Open: 0.220
High: 0.220
Low: 0.220
Previous Close: 0.200
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+29.41%
1 Month
  -4.35%
3 Months
  -37.14%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.140
1M High / 1M Low: 0.300 0.140
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.160
Avg. volume 1W:   0.000
Avg. price 1M:   0.204
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   255.96%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -