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JP Morgan Call 50 FPMB 20.06.2025/  DE000JB3CP75  /

EUWAX
2024-11-06  10:44:11 AM Chg.+0.050 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.490EUR +11.36% -
Bid Size: -		 -
Ask Size: -		 FREEPORT-MCMORAN INC... 50.00 - 2025-06-20 Call
 

Master data

WKN: JB3CP7
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: FREEPORT-MCMORAN INC.
Type: Warrant
Option type: Call
Strike price: 50.00 -
Maturity: 2025-06-20
Issue date: 2023-09-25
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.34
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.32
Parity: -0.70
Time value: 0.46
Break-even: 54.60
Moneyness: 0.86
Premium: 0.27
Premium p.a.: 0.47
Spread abs.: 0.01
Spread %: 2.22%
Delta: 0.45
Theta: -0.02
Omega: 4.17
Rho: 0.09
 

Quote data

Open: 0.490
High: 0.490
Low: 0.490
Previous Close: 0.440
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.64%
1 Month
  -25.76%
3 Months  
+44.12%
YTD
  -18.33%
1 Year  
+58.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.490 0.390
1M High / 1M Low: 0.660 0.390
6M High / 6M Low: 1.210 0.250
High (YTD): 2024-05-20 1.210
Low (YTD): 2024-09-10 0.250
52W High: 2024-05-20 1.210
52W Low: 2024-09-10 0.250
Avg. price 1W:   0.430
Avg. volume 1W:   0.000
Avg. price 1M:   0.510
Avg. volume 1M:   0.000
Avg. price 6M:   0.612
Avg. volume 6M:   0.000
Avg. price 1Y:   0.576
Avg. volume 1Y:   0.000
Volatility 1M:   137.86%
Volatility 6M:   151.87%
Volatility 1Y:   146.51%
Volatility 3Y:   -