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JP Morgan Call 26 KraneShs CSI Ch.../  DE000JV1YDV1  /

EUWAX
9/30/2024  11:54:49 AM Chg.- Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
0.900EUR - -
Bid Size: -		 -
Ask Size: -		 - 26.00 - 10/11/2024 Call
 

Master data

WKN: JV1YDV
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 26.00 -
Maturity: 10/11/2024
Issue date: 9/18/2024
Last trading day: 10/1/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.62
Leverage: Yes

Calculated values

Fair value: 0.66
Intrinsic value: 0.66
Implied volatility: 2.76
Historic volatility: 0.31
Parity: 0.66
Time value: 0.24
Break-even: 35.00
Moneyness: 1.25
Premium: 0.07
Premium p.a.: 16.64
Spread abs.: 0.18
Spread %: 25.00%
Delta: 0.77
Theta: -0.24
Omega: 2.79
Rho: 0.00
 

Quote data

Open: 0.900
High: 0.900
Low: 0.900
Previous Close: 0.570
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week  
+210.34%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.900 0.290
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.587
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -