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JP Morgan Call 145 iShares Nasdaq.../  DE000JT67SQ3  /

EUWAX
10/11/2024  8:41:37 AM Chg.-0.010 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
0.730EUR -1.35% -
Bid Size: -		 -
Ask Size: -		 - 145.00 - 3/21/2025 Call
 

Master data

WKN: JT67SQ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 145.00 -
Maturity: 3/21/2025
Issue date: 8/20/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.63
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.16
Parity: -1.19
Time value: 0.91
Break-even: 154.10
Moneyness: 0.92
Premium: 0.16
Premium p.a.: 0.40
Spread abs.: 0.06
Spread %: 7.06%
Delta: 0.43
Theta: -0.04
Omega: 6.34
Rho: 0.21
 

Quote data

Open: 0.730
High: 0.730
Low: 0.730
Previous Close: 0.740
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.35%
1 Month
  -23.96%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.780 0.700
1M High / 1M Low: 1.160 0.700
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.736
Avg. volume 1W:   0.000
Avg. price 1M:   0.887
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   137.38%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -