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JP Morgan Call 54 FPMB 20.06.2025/  DE000JB3CP91  /

EUWAX
11/6/2024  10:44:11 AM Chg.+0.050 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.360EUR +16.13% -
Bid Size: -		 -
Ask Size: -		 FREEPORT-MCMORAN INC... 54.00 - 6/20/2025 Call
 

Master data

WKN: JB3CP9
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: FREEPORT-MCMORAN INC.
Type: Warrant
Option type: Call
Strike price: 54.00 -
Maturity: 6/20/2025
Issue date: 9/25/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.64
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.32
Parity: -1.10
Time value: 0.34
Break-even: 57.40
Moneyness: 0.80
Premium: 0.34
Premium p.a.: 0.60
Spread abs.: 0.01
Spread %: 3.03%
Delta: 0.36
Theta: -0.01
Omega: 4.61
Rho: 0.08
 

Quote data

Open: 0.360
High: 0.360
Low: 0.360
Previous Close: 0.310
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.13%
1 Month
  -26.53%
3 Months  
+38.46%
YTD
  -26.53%
1 Year  
+24.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.280
1M High / 1M Low: 0.500 0.280
6M High / 6M Low: 1.020 0.180
High (YTD): 5/20/2024 1.020
Low (YTD): 9/11/2024 0.180
52W High: 5/20/2024 1.020
52W Low: 9/11/2024 0.180
Avg. price 1W:   0.297
Avg. volume 1W:   0.000
Avg. price 1M:   0.376
Avg. volume 1M:   0.000
Avg. price 6M:   0.482
Avg. volume 6M:   0.000
Avg. price 1Y:   0.458
Avg. volume 1Y:   0.000
Volatility 1M:   138.08%
Volatility 6M:   164.59%
Volatility 1Y:   158.19%
Volatility 3Y:   -