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JP Morgan Call 35 KraneShs CSI Ch.../  DE000JV01P63  /

EUWAX
10/2/2024  10:23:35 AM Chg.+0.250 Bid2:00:05 PM Ask2:00:05 PM Underlying Strike price Expiration date Option type
0.380EUR +192.31% 0.400
Bid Size: 10,000		 0.420
Ask Size: 10,000		 - 35.00 - 10/18/2024 Call
 

Master data

WKN: JV01P6
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 35.00 -
Maturity: 10/18/2024
Issue date: 9/30/2024
Last trading day: 10/17/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.04
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 1.26
Historic volatility: 0.31
Parity: -0.24
Time value: 0.25
Break-even: 37.50
Moneyness: 0.93
Premium: 0.15
Premium p.a.: 23.25
Spread abs.: 0.02
Spread %: 8.70%
Delta: 0.45
Theta: -0.11
Omega: 5.85
Rho: 0.01
 

Quote data

Open: 0.380
High: 0.380
Low: 0.380
Previous Close: 0.130
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     -
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -