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JP Morgan Call 220 DB1 20.12.2024/  DE000JB4SYM6  /

EUWAX
2024-07-26  9:03:49 AM Chg.-0.050 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.170EUR -22.73% -
Bid Size: -		 -
Ask Size: -		 DEUTSCHE BOERSE NA O... 220.00 EUR 2024-12-20 Call
 

Master data

WKN: JB4SYM
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: DEUTSCHE BOERSE NA O.N.
Type: Warrant
Option type: Call
Strike price: 220.00 EUR
Maturity: 2024-12-20
Issue date: 2023-10-10
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 99.45
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.15
Parity: -3.11
Time value: 0.19
Break-even: 221.90
Moneyness: 0.86
Premium: 0.17
Premium p.a.: 0.49
Spread abs.: 0.05
Spread %: 35.71%
Delta: 0.16
Theta: -0.02
Omega: 15.67
Rho: 0.11
 

Quote data

Open: 0.170
High: 0.170
Low: 0.170
Previous Close: 0.220
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.56%
1 Month
  -34.62%
3 Months  
+54.55%
YTD
  -59.52%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.130
1M High / 1M Low: 0.290 0.130
6M High / 6M Low: 0.440 0.069
High (YTD): 2024-01-19 0.480
Low (YTD): 2024-05-30 0.069
52W High: - -
52W Low: - -
Avg. price 1W:   0.174
Avg. volume 1W:   0.000
Avg. price 1M:   0.191
Avg. volume 1M:   0.000
Avg. price 6M:   0.218
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   348.45%
Volatility 6M:   241.16%
Volatility 1Y:   -
Volatility 3Y:   -