JP Morgan Call 210 DB1 15.11.2024/  DE000JT8AP82  /

EUWAX
2024-11-07  10:18:30 AM Chg.- Bid9:17:51 AM Ask9:17:51 AM Underlying Strike price Expiration date Option type
0.490EUR - -
Bid Size: -
-
Ask Size: -
DEUTSCHE BOERSE NA O... 210.00 EUR 2024-11-15 Call
 

Master data

WKN: JT8AP8
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: DEUTSCHE BOERSE NA O.N.
Type: Warrant
Option type: Call
Strike price: 210.00 EUR
Maturity: 2024-11-15
Issue date: 2024-08-22
Last trading day: 2024-11-14
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 32.41
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.39
Implied volatility: 0.34
Historic volatility: 0.15
Parity: 0.39
Time value: 0.27
Break-even: 216.60
Moneyness: 1.02
Premium: 0.01
Premium p.a.: 0.77
Spread abs.: 0.10
Spread %: 17.86%
Delta: 0.66
Theta: -0.26
Omega: 21.27
Rho: 0.03
 

Quote data

Open: 0.490
High: 0.490
Low: 0.490
Previous Close: 0.720
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.00%
1 Month
  -23.44%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.770 0.490
1M High / 1M Low: 0.980 0.490
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.670
Avg. volume 1W:   0.000
Avg. price 1M:   0.770
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   330.24%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -