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JP Morgan Call 200 DB1 20.09.2024/  DE000JB83LJ8  /

EUWAX
09/08/2024  09:01:26 Chg.-0.006 Bid11:21:41 Ask11:21:41 Underlying Strike price Expiration date Option type
0.051EUR -10.53% 0.060
Bid Size: 10,000		 0.090
Ask Size: 10,000		 DEUTSCHE BOERSE NA O... 200.00 EUR 20/09/2024 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: 20/09/2024
Issue date: 05/12/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 166.32
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.15
Parity: -1.71
Time value: 0.11
Break-even: 201.10
Moneyness: 0.91
Premium: 0.10
Premium p.a.: 1.28
Spread abs.: 0.05
Spread %: 83.33%
Delta: 0.15
Theta: -0.04
Omega: 25.15
Rho: 0.03
 

Quote data

Open: 0.051
High: 0.051
Low: 0.051
Previous Close: 0.057
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -49.00%
1 Month
  -76.82%
3 Months
  -77.83%
YTD
  -92.50%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.032
1M High / 1M Low: 0.310 0.032
6M High / 6M Low: 0.780 0.032
High (YTD): 19/01/2024 0.800
Low (YTD): 07/08/2024 0.032
52W High: - -
52W Low: - -
Avg. price 1W:   0.063
Avg. volume 1W:   0.000
Avg. price 1M:   0.185
Avg. volume 1M:   0.000
Avg. price 6M:   0.337
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   512.48%
Volatility 6M:   317.61%
Volatility 1Y:   -
Volatility 3Y:   -