JP Morgan Call 50 EBAY 20.09.2024/  DE000JK0N4R5  /

EUWAX
09/08/2024  11:57:28 Chg.+0.080 Bid22:00:39 Ask22:00:39 Underlying Strike price Expiration date Option type
0.610EUR +15.09% -
Bid Size: -
-
Ask Size: -
eBay Inc 50.00 USD 20/09/2024 Call
 

Master data

WKN: JK0N4R
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: eBay Inc
Type: Warrant
Option type: Call
Strike price: 50.00 USD
Maturity: 20/09/2024
Issue date: 25/01/2024
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.85
Leverage: Yes

Calculated values

Fair value: 0.62
Intrinsic value: 0.60
Implied volatility: 0.36
Historic volatility: 0.22
Parity: 0.60
Time value: 0.06
Break-even: 52.41
Moneyness: 1.13
Premium: 0.01
Premium p.a.: 0.11
Spread abs.: 0.02
Spread %: 3.13%
Delta: 0.87
Theta: -0.02
Omega: 6.80
Rho: 0.04
 

Quote data

Open: 0.610
High: 0.610
Low: 0.610
Previous Close: 0.530
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.17%
1 Month  
+38.64%
3 Months  
+79.41%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.630 0.490
1M High / 1M Low: 0.630 0.440
6M High / 6M Low: 0.650 0.140
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.562
Avg. volume 1W:   0.000
Avg. price 1M:   0.532
Avg. volume 1M:   0.000
Avg. price 6M:   0.453
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   184.74%
Volatility 6M:   195.06%
Volatility 1Y:   -
Volatility 3Y:   -