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JP Morgan Call 255 UNP 16.08.2024/  DE000JB8RAJ5  /

EUWAX
05/08/2024  11:25:29 Chg.-0.033 Bid18:51:50 Ask18:51:50 Underlying Strike price Expiration date Option type
0.014EUR -70.21% 0.021
Bid Size: 25,000		 0.041
Ask Size: 25,000		 Union Pacific Corp 255.00 USD 16/08/2024 Call
 

Master data

WKN: JB8RAJ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Union Pacific Corp
Type: Warrant
Option type: Call
Strike price: 255.00 USD
Maturity: 16/08/2024
Issue date: 18/12/2023
Last trading day: 15/08/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 264.98
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.16
Parity: -1.38
Time value: 0.08
Break-even: 234.54
Moneyness: 0.94
Premium: 0.07
Premium p.a.: 7.44
Spread abs.: 0.03
Spread %: 56.60%
Delta: 0.14
Theta: -0.12
Omega: 37.21
Rho: 0.01
 

Quote data

Open: 0.014
High: 0.014
Low: 0.014
Previous Close: 0.047
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -79.41%
1 Month
  -58.82%
3 Months
  -97.41%
YTD
  -99.13%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.047
1M High / 1M Low: 0.210 0.022
6M High / 6M Low: 1.630 0.022
High (YTD): 28/02/2024 1.630
Low (YTD): 10/07/2024 0.022
52W High: - -
52W Low: - -
Avg. price 1W:   0.073
Avg. volume 1W:   0.000
Avg. price 1M:   0.087
Avg. volume 1M:   0.000
Avg. price 6M:   0.594
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   797.68%
Volatility 6M:   426.76%
Volatility 1Y:   -
Volatility 3Y:   -