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JP Morgan Call 60 TOTB 20.09.2024/  DE000JB8QFH0  /

EUWAX
2024-08-02  10:29:07 AM Chg.-0.010 Bid7:20:55 PM Ask7:20:55 PM Underlying Strike price Expiration date Option type
0.340EUR -2.86% 0.280
Bid Size: 10,000		 0.330
Ask Size: 10,000		 TOTALENERGIES SE EO... 60.00 EUR 2024-09-20 Call
 

Master data

WKN: JB8QFH
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: TOTALENERGIES SE EO 2,50
Type: Warrant
Option type: Call
Strike price: 60.00 EUR
Maturity: 2024-09-20
Issue date: 2023-12-08
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 15.10
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.19
Implied volatility: 0.32
Historic volatility: 0.18
Parity: 0.19
Time value: 0.22
Break-even: 64.10
Moneyness: 1.03
Premium: 0.04
Premium p.a.: 0.30
Spread abs.: 0.06
Spread %: 17.14%
Delta: 0.64
Theta: -0.03
Omega: 9.70
Rho: 0.05
 

Quote data

Open: 0.340
High: 0.340
Low: 0.340
Previous Close: 0.350
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.00%
1 Month
  -33.33%
3 Months
  -57.50%
YTD
  -39.29%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.330
1M High / 1M Low: 0.670 0.300
6M High / 6M Low: 1.050 0.290
High (YTD): 2024-04-30 1.050
Low (YTD): 2024-03-05 0.290
52W High: - -
52W Low: - -
Avg. price 1W:   0.370
Avg. volume 1W:   0.000
Avg. price 1M:   0.455
Avg. volume 1M:   0.000
Avg. price 6M:   0.590
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   221.01%
Volatility 6M:   169.06%
Volatility 1Y:   -
Volatility 3Y:   -