JP Morgan Call 52 FRA 20.09.2024/  DE000JB9AUP4  /

EUWAX
2024-07-05  5:18:47 PM Chg.-0.020 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.160EUR -11.11% -
Bid Size: -
-
Ask Size: -
FRAPORT AG FFM.AIRPO... 52.00 EUR 2024-09-20 Call
 

Master data

WKN: JB9AUP
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: FRAPORT AG FFM.AIRPORT
Type: Warrant
Option type: Call
Strike price: 52.00 EUR
Maturity: 2024-09-20
Issue date: 2024-01-08
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 15.57
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.29
Parity: -0.37
Time value: 0.31
Break-even: 55.10
Moneyness: 0.93
Premium: 0.14
Premium p.a.: 0.89
Spread abs.: 0.15
Spread %: 93.75%
Delta: 0.43
Theta: -0.03
Omega: 6.70
Rho: 0.04
 

Quote data

Open: 0.200
High: 0.200
Low: 0.160
Previous Close: 0.180
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.00%
1 Month
  -69.81%
3 Months
  -51.52%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.130
1M High / 1M Low: 0.530 0.130
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.168
Avg. volume 1W:   0.000
Avg. price 1M:   0.293
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   303.60%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -