JP Morgan Call 55 BRM 20.09.2024/  DE000JB9A2V6  /

EUWAX
01/07/2024  08:26:41 Chg.- Bid22:00:41 Ask22:00:41 Underlying Strike price Expiration date Option type
0.009EUR - -
Bid Size: -
-
Ask Size: -
BRISTOL-MYERS SQUIBB... 55.00 - 20/09/2024 Call
 

Master data

WKN: JB9A2V
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: BRISTOL-MYERS SQUIBBDL-10
Type: Warrant
Option type: Call
Strike price: 55.00 -
Maturity: 20/09/2024
Issue date: 03/01/2024
Last trading day: 02/07/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 236.19
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.20
Parity: -1.72
Time value: 0.02
Break-even: 55.16
Moneyness: 0.69
Premium: 0.46
Premium p.a.: 7.36
Spread abs.: 0.01
Spread %: 166.67%
Delta: 0.05
Theta: -0.01
Omega: 12.13
Rho: 0.00
 

Quote data

Open: 0.009
High: 0.009
Low: 0.009
Previous Close: 0.007
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -10.00%
3 Months
  -91.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.011 0.007
6M High / 6M Low: 0.330 0.007
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.008
Avg. volume 1M:   0.000
Avg. price 6M:   0.119
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   340.60%
Volatility 6M:   265.87%
Volatility 1Y:   -
Volatility 3Y:   -