OverviewChartNewsTraderScreen

JP Morgan Call 56 FRA 20.09.2024/  DE000JB7L3G4  /

EUWAX
2024-07-29  5:17:13 PM Chg.-0.003 Bid5:47:11 PM Ask5:47:11 PM Underlying Strike price Expiration date Option type
0.025EUR -10.71% 0.025
Bid Size: 1,000		 0.330
Ask Size: 1,000		 FRAPORT AG FFM.AIRPO... 56.00 EUR 2024-09-20 Call
 

Master data

WKN: JB7L3G
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: FRAPORT AG FFM.AIRPORT
Type: Warrant
Option type: Call
Strike price: 56.00 EUR
Maturity: 2024-09-20
Issue date: 2023-12-05
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 20.39
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.73
Historic volatility: 0.28
Parity: -0.91
Time value: 0.23
Break-even: 58.30
Moneyness: 0.84
Premium: 0.24
Premium p.a.: 3.47
Spread abs.: 0.20
Spread %: 721.43%
Delta: 0.31
Theta: -0.04
Omega: 6.42
Rho: 0.02
 

Quote data

Open: 0.029
High: 0.029
Low: 0.023
Previous Close: 0.028
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.88%
1 Month
  -70.24%
3 Months
  -85.29%
YTD
  -96.15%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.032 0.025
1M High / 1M Low: 0.081 0.025
6M High / 6M Low: 0.620 0.025
High (YTD): 2024-01-10 0.660
Low (YTD): 2024-07-24 0.025
52W High: - -
52W Low: - -
Avg. price 1W:   0.027
Avg. volume 1W:   0.000
Avg. price 1M:   0.044
Avg. volume 1M:   0.000
Avg. price 6M:   0.233
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   269.73%
Volatility 6M:   234.70%
Volatility 1Y:   -
Volatility 3Y:   -