JP Morgan Call 22 BTU 17.01.2025/  DE000JK9N7U3  /

EUWAX
11/8/2024  8:51:46 AM Chg.- Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
0.700EUR - -
Bid Size: -
-
Ask Size: -
Peabody Energy Corpo... 22.00 - 1/17/2025 Call
 

Master data

WKN: JK9N7U
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Peabody Energy Corporation
Type: Warrant
Option type: Call
Strike price: 22.00 -
Maturity: 1/17/2025
Issue date: 5/7/2024
Last trading day: 11/8/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.67
Leverage: Yes

Calculated values

Fair value: 0.40
Intrinsic value: 0.37
Implied volatility: 1.25
Historic volatility: 0.32
Parity: 0.37
Time value: 0.33
Break-even: 29.00
Moneyness: 1.17
Premium: 0.13
Premium p.a.: 1.02
Spread abs.: 0.02
Spread %: 2.94%
Delta: 0.72
Theta: -0.04
Omega: 2.62
Rho: 0.02
 

Quote data

Open: 0.700
High: 0.700
Low: 0.700
Previous Close: 0.760
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+29.63%
3 Months  
+141.38%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.700 0.700
1M High / 1M Low: 0.760 0.360
6M High / 6M Low: 0.760 0.180
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.700
Avg. volume 1W:   0.000
Avg. price 1M:   0.461
Avg. volume 1M:   0.000
Avg. price 6M:   0.381
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   210.49%
Volatility 6M:   142.79%
Volatility 1Y:   -
Volatility 3Y:   -