JP Morgan Call 52 FRA 20.09.2024/  DE000JB9AUP4  /

EUWAX
2024-07-29  4:14:02 PM Chg.-0.007 Bid5:47:11 PM Ask5:47:11 PM Underlying Strike price Expiration date Option type
0.079EUR -8.14% 0.080
Bid Size: 2,000
0.280
Ask Size: 2,000
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: 19.54
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.59
Historic volatility: 0.28
Parity: -0.51
Time value: 0.24
Break-even: 54.40
Moneyness: 0.90
Premium: 0.16
Premium p.a.: 1.78
Spread abs.: 0.16
Spread %: 182.35%
Delta: 0.37
Theta: -0.04
Omega: 7.28
Rho: 0.02
 

Quote data

Open: 0.077
High: 0.079
Low: 0.077
Previous Close: 0.086
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.96%
1 Month
  -60.50%
3 Months
  -72.76%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.094 0.072
1M High / 1M Low: 0.200 0.072
6M High / 6M Low: 0.860 0.072
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.082
Avg. volume 1W:   0.000
Avg. price 1M:   0.117
Avg. volume 1M:   0.000
Avg. price 6M:   0.379
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   262.23%
Volatility 6M:   196.38%
Volatility 1Y:   -
Volatility 3Y:   -