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JP Morgan Call 200 DB1 20.09.2024/  DE000JB83LJ8  /

EUWAX
7/12/2024  8:58:12 AM Chg.+0.010 Bid4:55:56 PM Ask4:55:56 PM Underlying Strike price Expiration date Option type
0.230EUR +4.55% 0.350
Bid Size: 50,000		 0.360
Ask Size: 50,000		 DEUTSCHE BOERSE NA O... 200.00 EUR 9/20/2024 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: 9/20/2024
Issue date: 12/5/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 69.67
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.15
Parity: -1.19
Time value: 0.27
Break-even: 202.70
Moneyness: 0.94
Premium: 0.08
Premium p.a.: 0.48
Spread abs.: 0.04
Spread %: 17.39%
Delta: 0.28
Theta: -0.04
Omega: 19.47
Rho: 0.10
 

Quote data

Open: 0.230
High: 0.230
Low: 0.230
Previous Close: 0.220
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.81%
1 Month
  -14.81%
3 Months
  -51.06%
YTD
  -66.18%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.210
1M High / 1M Low: 0.520 0.160
6M High / 6M Low: 0.800 0.087
High (YTD): 1/19/2024 0.800
Low (YTD): 5/29/2024 0.087
52W High: - -
52W Low: - -
Avg. price 1W:   0.244
Avg. volume 1W:   0.000
Avg. price 1M:   0.334
Avg. volume 1M:   0.000
Avg. price 6M:   0.411
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   303.98%
Volatility 6M:   243.88%
Volatility 1Y:   -
Volatility 3Y:   -