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JP Morgan Call 230 ALGN 20.09.202.../  DE000JB84WZ9  /

EUWAX
2024-08-05  8:40:33 AM Chg.-0.066 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.044EUR -60.00% -
Bid Size: -		 -
Ask Size: -		 Align Technology Inc 230.00 USD 2024-09-20 Call
 

Master data

WKN: JB84WZ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Align Technology Inc
Type: Warrant
Option type: Call
Strike price: 230.00 USD
Maturity: 2024-09-20
Issue date: 2023-12-12
Last trading day: 2024-09-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 23.29
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.40
Parity: -0.15
Time value: 0.08
Break-even: 219.20
Moneyness: 0.93
Premium: 0.12
Premium p.a.: 1.46
Spread abs.: 0.01
Spread %: 13.51%
Delta: 0.38
Theta: -0.15
Omega: 8.87
Rho: 0.08
 

Quote data

Open: 0.044
High: 0.044
Low: 0.044
Previous Close: 0.110
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -55.56%
1 Month
  -83.70%
3 Months
  -93.33%
YTD
  -93.80%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.099
1M High / 1M Low: 0.350 0.099
6M High / 6M Low: 1.050 0.099
High (YTD): 2024-03-21 1.050
Low (YTD): 2024-07-29 0.099
52W High: - -
52W Low: - -
Avg. price 1W:   0.126
Avg. volume 1W:   0.000
Avg. price 1M:   0.242
Avg. volume 1M:   0.000
Avg. price 6M:   0.609
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   312.85%
Volatility 6M:   167.65%
Volatility 1Y:   -
Volatility 3Y:   -