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JP Morgan Call 260 ADP 16.08.2024/  DE000JB8EUK9  /

EUWAX
8/2/2024  11:48:05 AM Chg.-0.070 Bid3:36:28 PM Ask3:36:28 PM Underlying Strike price Expiration date Option type
0.550EUR -11.29% 0.610
Bid Size: 10,000		 0.630
Ask Size: 10,000		 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: 41.48
Leverage: Yes

Calculated values

Fair value: 0.39
Intrinsic value: 0.12
Implied volatility: 0.27
Historic volatility: 0.16
Parity: 0.12
Time value: 0.46
Break-even: 246.88
Moneyness: 1.01
Premium: 0.02
Premium p.a.: 0.64
Spread abs.: 0.02
Spread %: 3.28%
Delta: 0.56
Theta: -0.19
Omega: 23.18
Rho: 0.05
 

Quote data

Open: 0.550
High: 0.550
Low: 0.550
Previous Close: 0.620
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+19.57%
1 Month  
+189.47%
3 Months
  -46.08%
YTD
  -50.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.930 0.450
1M High / 1M Low: 0.930 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:   0.604
Avg. volume 1W:   0.000
Avg. price 1M:   0.327
Avg. volume 1M:   0.000
Avg. price 6M:   0.856
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   391.97%
Volatility 6M:   242.48%
Volatility 1Y:   -
Volatility 3Y:   -