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JP Morgan Call 220 MRK 20.12.2024/  DE000JB4N1G9  /

EUWAX
04/11/2024  10:51:21 Chg.0.000 Bid22:00:32 Ask22:00:32 Underlying Strike price Expiration date Option type
0.001EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 MERCK KGAA O.N. 220.00 EUR 20/12/2024 Call
 

Master data

WKN: JB4N1G
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: MERCK KGAA O.N.
Type: Warrant
Option type: Call
Strike price: 220.00 EUR
Maturity: 20/12/2024
Issue date: 10/10/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 77.02
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.74
Historic volatility: 0.27
Parity: -6.60
Time value: 0.20
Break-even: 222.00
Moneyness: 0.70
Premium: 0.44
Premium p.a.: 17.16
Spread abs.: 0.20
Spread %: 19,900.00%
Delta: 0.11
Theta: -0.09
Omega: 8.72
Rho: 0.02
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -87.50%
3 Months
  -98.33%
YTD
  -99.33%
1 Year
  -99.63%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.014 0.001
6M High / 6M Low: 0.230 0.001
High (YTD): 29/02/2024 0.260
Low (YTD): 04/11/2024 0.001
52W High: 21/11/2023 0.490
52W Low: 04/11/2024 0.001
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.005
Avg. volume 1M:   0.000
Avg. price 6M:   0.081
Avg. volume 6M:   0.000
Avg. price 1Y:   0.138
Avg. volume 1Y:   0.000
Volatility 1M:   1,395.33%
Volatility 6M:   627.04%
Volatility 1Y:   465.24%
Volatility 3Y:   -