JP Morgan Call 42250 DJI2MN 18.10.../  DE000JT70AU7  /

EUWAX
10/2/2024  3:08:11 PM Chg.+0.060 Bid5:07:03 PM Ask5:07:03 PM Underlying Strike price Expiration date Option type
0.480EUR +14.29% 0.480
Bid Size: 15,000
0.500
Ask Size: 15,000
Dow Jones Industrial... 42,250.00 USD 10/18/2024 Call
 

Master data

WKN: JT70AU
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Dow Jones Industrial Average (2 Minute) Price
Type: Warrant
Option type: Call
Strike price: 42,250.00 USD
Maturity: 10/18/2024
Issue date: 8/12/2024
Last trading day: 10/17/2024
Ratio: 1000:1
Exercise type: European
Quanto: No
Gearing: 66.84
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.09
Parity: -0.08
Time value: 0.57
Break-even: 38,754.84
Moneyness: 1.00
Premium: 0.02
Premium p.a.: 0.47
Spread abs.: 0.08
Spread %: 16.33%
Delta: 0.50
Theta: -19.94
Omega: 33.42
Rho: 8.10
 

Quote data

Open: 0.430
High: 0.480
Low: 0.430
Previous Close: 0.420
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.09%
1 Month  
+14.29%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.520 0.420
1M High / 1M Low: 0.540 0.180
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.465
Avg. volume 1W:   0.000
Avg. price 1M:   0.373
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   346.14%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -