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JP Morgan Call 260 ADP 16.08.2024/  DE000JB8EUK9  /

EUWAX
7/26/2024  11:59:52 AM Chg.+0.140 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.460EUR +43.75% -
Bid Size: -		 -
Ask Size: -		 Automatic Data Proce... 260.00 USD 8/16/2024 Call
 

Master data

WKN: JB8EUK
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Automatic Data Processing Inc
Type: Warrant
Option type: Call
Strike price: 260.00 USD
Maturity: 8/16/2024
Issue date: 12/18/2023
Last trading day: 8/15/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 45.64
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.16
Parity: -0.68
Time value: 0.51
Break-even: 244.60
Moneyness: 0.97
Premium: 0.05
Premium p.a.: 1.48
Spread abs.: 0.02
Spread %: 4.08%
Delta: 0.39
Theta: -0.19
Omega: 17.83
Rho: 0.05
 

Quote data

Open: 0.460
High: 0.460
Low: 0.460
Previous Close: 0.320
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+21.05%
1 Month  
+76.92%
3 Months
  -50.00%
YTD
  -58.18%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.460 0.320
1M High / 1M Low: 0.460 0.140
6M High / 6M Low: 1.670 0.140
High (YTD): 2/23/2024 1.670
Low (YTD): 7/11/2024 0.140
52W High: - -
52W Low: - -
Avg. price 1W:   0.362
Avg. volume 1W:   0.000
Avg. price 1M:   0.262
Avg. volume 1M:   0.000
Avg. price 6M:   0.873
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   347.39%
Volatility 6M:   221.44%
Volatility 1Y:   -
Volatility 3Y:   -