JP Morgan Call 20 JKS 16.01.2026/  DE000JT7TUP8  /

EUWAX
2024-11-08  9:50:32 AM Chg.-0.030 Bid7:12:26 PM Ask7:12:26 PM Underlying Strike price Expiration date Option type
0.960EUR -3.03% 0.860
Bid Size: 75,000
1.060
Ask Size: 75,000
Jinkosolar Holdings ... 20.00 USD 2026-01-16 Call
 

Master data

WKN: JT7TUP
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Jinkosolar Holdings Co Ltd
Type: Warrant
Option type: Call
Strike price: 20.00 USD
Maturity: 2026-01-16
Issue date: 2024-08-14
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 1.69
Leverage: Yes

Calculated values

Fair value: 0.85
Intrinsic value: 0.42
Implied volatility: 1.34
Historic volatility: 0.67
Parity: 0.42
Time value: 0.92
Break-even: 31.96
Moneyness: 1.23
Premium: 0.40
Premium p.a.: 0.33
Spread abs.: 0.46
Spread %: 52.63%
Delta: 0.81
Theta: -0.01
Omega: 1.38
Rho: 0.06
 

Quote data

Open: 0.960
High: 0.960
Low: 0.960
Previous Close: 0.990
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.28%
1 Month
  -9.43%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.220 0.960
1M High / 1M Low: 1.220 0.670
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.084
Avg. volume 1W:   0.000
Avg. price 1M:   0.898
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   179.89%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -