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JP Morgan Call 200 DB1 20.09.2024/  DE000JB83LJ8  /

EUWAX
2024-06-26  12:08:57 PM Chg.0.000 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.470EUR 0.00% -
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: 36.37
Leverage: Yes

Calculated values

Fair value: 0.35
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.16
Parity: -0.73
Time value: 0.53
Break-even: 205.30
Moneyness: 0.96
Premium: 0.07
Premium p.a.: 0.31
Spread abs.: 0.04
Spread %: 8.16%
Delta: 0.41
Theta: -0.05
Omega: 14.80
Rho: 0.17
 

Quote data

Open: 0.470
High: 0.470
Low: 0.470
Previous Close: 0.470
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+27.03%
1 Month  
+161.11%
3 Months  
+11.90%
YTD
  -30.88%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.470 0.370
1M High / 1M Low: 0.470 0.087
6M High / 6M Low: 0.800 0.087
High (YTD): 2024-01-19 0.800
Low (YTD): 2024-05-29 0.087
52W High: - -
52W Low: - -
Avg. price 1W:   0.422
Avg. volume 1W:   0.000
Avg. price 1M:   0.264
Avg. volume 1M:   0.000
Avg. price 6M:   0.442
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   380.29%
Volatility 6M:   236.96%
Volatility 1Y:   -
Volatility 3Y:   -