JP Morgan Call 200 DB1 20.09.2024/  DE000JB83LJ8  /

EUWAX
2024-07-26  9:01:27 AM Chg.-0.120 Bid1:00:11 PM Ask1:00:11 PM Underlying Strike price Expiration date Option type
0.190EUR -38.71% -
Bid Size: -
-
Ask Size: -
DEUTSCHE BOERSE NA O... 200.00 EUR 2024-09-20 Call
 

Master data

WKN: JB83LJ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: DEUTSCHE BOERSE NA O.N.
Type: Warrant
Option type: Call
Strike price: 200.00 EUR
Maturity: 2024-09-20
Issue date: 2023-12-05
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 94.07
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.15
Parity: -1.19
Time value: 0.20
Break-even: 202.00
Moneyness: 0.94
Premium: 0.07
Premium p.a.: 0.59
Spread abs.: 0.04
Spread %: 25.00%
Delta: 0.24
Theta: -0.04
Omega: 23.02
Rho: 0.07
 

Quote data

Open: 0.190
High: 0.190
Low: 0.190
Previous Close: 0.310
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.83%
1 Month
  -59.57%
3 Months  
+5.56%
YTD
  -72.06%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.170
1M High / 1M Low: 0.520 0.170
6M High / 6M Low: 0.780 0.087
High (YTD): 2024-01-19 0.800
Low (YTD): 2024-05-29 0.087
52W High: - -
52W Low: - -
Avg. price 1W:   0.230
Avg. volume 1W:   0.000
Avg. price 1M:   0.304
Avg. volume 1M:   0.000
Avg. price 6M:   0.375
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   378.84%
Volatility 6M:   278.46%
Volatility 1Y:   -
Volatility 3Y:   -