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JP Morgan Call 270 ADP 16.08.2024/  DE000JB8EUL7  /

EUWAX
7/26/2024  11:59:52 AM Chg.+0.080 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.220EUR +57.14% -
Bid Size: -		 -
Ask Size: -		 Automatic Data Proce... 270.00 USD 8/16/2024 Call
 

Master data

WKN: JB8EUL
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Automatic Data Processing Inc
Type: Warrant
Option type: Call
Strike price: 270.00 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: 93.10
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.16
Parity: -1.60
Time value: 0.25
Break-even: 251.22
Moneyness: 0.94
Premium: 0.08
Premium p.a.: 3.03
Spread abs.: 0.02
Spread %: 8.70%
Delta: 0.23
Theta: -0.15
Omega: 21.54
Rho: 0.03
 

Quote data

Open: 0.220
High: 0.220
Low: 0.220
Previous Close: 0.140
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+46.67%
1 Month  
+83.33%
3 Months
  -66.67%
YTD
  -72.84%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.130
1M High / 1M Low: 0.220 0.072
6M High / 6M Low: 1.240 0.072
High (YTD): 2/23/2024 1.240
Low (YTD): 7/10/2024 0.072
52W High: - -
52W Low: - -
Avg. price 1W:   0.160
Avg. volume 1W:   0.000
Avg. price 1M:   0.122
Avg. volume 1M:   0.000
Avg. price 6M:   0.580
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   337.06%
Volatility 6M:   245.16%
Volatility 1Y:   -
Volatility 3Y:   -