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JP Morgan Call 42 FPMB 20.06.2025/  DE000JB3CP34  /

EUWAX
11/6/2024  10:44:11 AM Chg.+0.090 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.880EUR +11.39% -
Bid Size: -		 -
Ask Size: -		 FREEPORT-MCMORAN INC... 42.00 - 6/20/2025 Call
 

Master data

WKN: JB3CP3
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: FREEPORT-MCMORAN INC.
Type: Warrant
Option type: Call
Strike price: 42.00 -
Maturity: 6/20/2025
Issue date: 9/25/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.18
Leverage: Yes

Calculated values

Fair value: 0.52
Intrinsic value: 0.10
Implied volatility: 0.56
Historic volatility: 0.32
Parity: 0.10
Time value: 0.73
Break-even: 50.30
Moneyness: 1.02
Premium: 0.17
Premium p.a.: 0.29
Spread abs.: 0.01
Spread %: 1.22%
Delta: 0.62
Theta: -0.02
Omega: 3.23
Rho: 0.11
 

Quote data

Open: 0.880
High: 0.880
Low: 0.880
Previous Close: 0.790
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.00%
1 Month
  -15.38%
3 Months  
+41.94%
YTD
  -2.22%
1 Year  
+54.39%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.800 0.730
1M High / 1M Low: 1.080 0.730
6M High / 6M Low: 1.660 0.490
High (YTD): 5/20/2024 1.660
Low (YTD): 9/10/2024 0.490
52W High: 5/20/2024 1.660
52W Low: 11/14/2023 0.460
Avg. price 1W:   0.768
Avg. volume 1W:   0.000
Avg. price 1M:   0.897
Avg. volume 1M:   0.000
Avg. price 6M:   0.979
Avg. volume 6M:   272.899
Avg. price 1Y:   0.895
Avg. volume 1Y:   139.146
Volatility 1M:   101.27%
Volatility 6M:   123.36%
Volatility 1Y:   121.71%
Volatility 3Y:   -