JP Morgan Call 60 NWT 20.09.2024/  DE000JB97242  /

EUWAX
2024-08-01  10:44:58 AM Chg.-0.050 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.160EUR -23.81% -
Bid Size: -
-
Ask Size: -
WELLS FARGO + CO.DL ... 60.00 - 2024-09-20 Call
 

Master data

WKN: JB9724
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: WELLS FARGO + CO.DL 1,666
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 2024-09-20
Issue date: 2023-12-21
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 32.25
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.21
Parity: -0.52
Time value: 0.17
Break-even: 61.70
Moneyness: 0.91
Premium: 0.13
Premium p.a.: 1.37
Spread abs.: 0.01
Spread %: 6.25%
Delta: 0.32
Theta: -0.03
Omega: 10.45
Rho: 0.02
 

Quote data

Open: 0.160
High: 0.160
Low: 0.160
Previous Close: 0.210
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.79%
1 Month
  -36.00%
3 Months
  -55.56%
YTD  
+23.08%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.180
1M High / 1M Low: 0.330 0.091
6M High / 6M Low: 0.460 0.072
High (YTD): 2024-05-15 0.460
Low (YTD): 2024-01-16 0.063
52W High: - -
52W Low: - -
Avg. price 1W:   0.206
Avg. volume 1W:   0.000
Avg. price 1M:   0.214
Avg. volume 1M:   0.000
Avg. price 6M:   0.260
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   426.47%
Volatility 6M:   273.87%
Volatility 1Y:   -
Volatility 3Y:   -