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JP Morgan Call 260 ADP 16.08.2024/  DE000JB8EUK9  /

EUWAX
08/07/2024  11:30:20 Chg.- Bid10:07:10 Ask10:07:10 Underlying Strike price Expiration date Option type
0.170EUR - 0.150
Bid Size: 3,000		 0.180
Ask Size: 3,000		 Automatic Data Proce... 260.00 USD 16/08/2024 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: 16/08/2024
Issue date: 18/12/2023
Last trading day: 15/08/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 126.79
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.17
Parity: -2.45
Time value: 0.17
Break-even: 241.76
Moneyness: 0.90
Premium: 0.12
Premium p.a.: 2.01
Spread abs.: 0.03
Spread %: 21.43%
Delta: 0.16
Theta: -0.07
Omega: 20.10
Rho: 0.03
 

Quote data

Open: 0.170
High: 0.170
Low: 0.170
Previous Close: 0.190
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.53%
1 Month
  -72.58%
3 Months
  -84.68%
YTD
  -84.55%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.210 0.170
1M High / 1M Low: 0.730 0.170
6M High / 6M Low: 1.670 0.170
High (YTD): 23/02/2024 1.670
Low (YTD): 08/07/2024 0.170
52W High: - -
52W Low: - -
Avg. price 1W:   0.192
Avg. volume 1W:   0.000
Avg. price 1M:   0.413
Avg. volume 1M:   0.000
Avg. price 6M:   0.964
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   260.44%
Volatility 6M:   182.67%
Volatility 1Y:   -
Volatility 3Y:   -