JP Morgan Call 260 AP3 17.01.2025/  DE000JB6QWH9  /

EUWAX
2024-11-07  10:42:14 AM Chg.-0.68 Bid9:59:58 PM Ask9:59:58 PM Underlying Strike price Expiration date Option type
4.66EUR -12.73% 5.27
Bid Size: 1,000
5.42
Ask Size: 1,000
AIR PROD. CHEM. ... 260.00 - 2025-01-17 Call
 

Master data

WKN: JB6QWH
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AIR PROD. CHEM. DL 1
Type: Warrant
Option type: Call
Strike price: 260.00 -
Maturity: 2025-01-17
Issue date: 2023-11-09
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.83
Leverage: Yes

Calculated values

Fair value: 3.05
Intrinsic value: 2.58
Implied volatility: 0.70
Historic volatility: 0.26
Parity: 2.58
Time value: 2.32
Break-even: 309.00
Moneyness: 1.10
Premium: 0.08
Premium p.a.: 0.49
Spread abs.: 0.15
Spread %: 3.16%
Delta: 0.68
Theta: -0.23
Omega: 3.99
Rho: 0.29
 

Quote data

Open: 4.66
High: 4.66
Low: 4.66
Previous Close: 5.34
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.45%
1 Month  
+12.29%
3 Months  
+52.79%
YTD  
+22.31%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.34 4.72
1M High / 1M Low: 7.04 4.15
6M High / 6M Low: 7.04 1.34
High (YTD): 2024-10-21 7.04
Low (YTD): 2024-02-08 0.87
52W High: - -
52W Low: - -
Avg. price 1W:   5.09
Avg. volume 1W:   0.00
Avg. price 1M:   5.83
Avg. volume 1M:   0.00
Avg. price 6M:   3.02
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   129.08%
Volatility 6M:   171.09%
Volatility 1Y:   -
Volatility 3Y:   -