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JP Morgan Call 40 PAH3 20.09.2024/  DE000JT8ES28  /

EUWAX
23/08/2024  10:39:58 Chg.+0.030 Bid22:00:29 Ask22:00:29 Underlying Strike price Expiration date Option type
0.180EUR +20.00% -
Bid Size: -		 -
Ask Size: -		 PORSCHE AUTOM.HLDG V... 40.00 EUR 20/09/2024 Call
 

Master data

WKN: JT8ES2
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: PORSCHE AUTOM.HLDG VZO
Type: Warrant
Option type: Call
Strike price: 40.00 EUR
Maturity: 20/09/2024
Issue date: 22/08/2024
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 22.65
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.08
Implied volatility: 0.30
Historic volatility: 0.22
Parity: 0.08
Time value: 0.10
Break-even: 41.80
Moneyness: 1.02
Premium: 0.03
Premium p.a.: 0.40
Spread abs.: 0.01
Spread %: 5.88%
Delta: 0.62
Theta: -0.03
Omega: 14.05
Rho: 0.02
 

Quote data

Open: 0.180
High: 0.180
Low: 0.180
Previous Close: 0.150
Turnover: 0.000
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:   -