JP Morgan Call 48 PAH3 16.08.2024/  DE000JT4EA89  /

EUWAX
22/07/2024  09:56:30 Chg.+0.006 Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
0.021EUR +40.00% -
Bid Size: -
-
Ask Size: -
PORSCHE AUTOM.HLDG V... 48.00 EUR 16/08/2024 Call
 

Master data

WKN: JT4EA8
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: PORSCHE AUTOM.HLDG VZO
Type: Warrant
Option type: Call
Strike price: 48.00 EUR
Maturity: 16/08/2024
Issue date: 17/07/2024
Last trading day: 15/08/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 137.19
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.21
Parity: -0.55
Time value: 0.03
Break-even: 48.31
Moneyness: 0.89
Premium: 0.14
Premium p.a.: 5.43
Spread abs.: 0.01
Spread %: 47.62%
Delta: 0.14
Theta: -0.02
Omega: 19.45
Rho: 0.00
 

Quote data

Open: 0.021
High: 0.021
Low: 0.021
Previous Close: 0.015
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:   -