JP Morgan Call 64 BNP 16.08.2024/  DE000JT3EJG1  /

EUWAX
2024-07-26  8:52:28 AM Chg.+0.060 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.200EUR +42.86% -
Bid Size: -
-
Ask Size: -
BNP PARIBAS INH. ... 64.00 EUR 2024-08-16 Call
 

Master data

WKN: JT3EJG
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: BNP PARIBAS INH. EO 2
Type: Warrant
Option type: Call
Strike price: 64.00 EUR
Maturity: 2024-08-16
Issue date: 2024-06-11
Last trading day: 2024-08-15
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 22.26
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.06
Implied volatility: 0.41
Historic volatility: 0.23
Parity: 0.06
Time value: 0.23
Break-even: 66.90
Moneyness: 1.01
Premium: 0.04
Premium p.a.: 0.86
Spread abs.: 0.08
Spread %: 38.10%
Delta: 0.56
Theta: -0.06
Omega: 12.53
Rho: 0.02
 

Quote data

Open: 0.200
High: 0.200
Low: 0.200
Previous Close: 0.140
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.00%
1 Month  
+42.86%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.140
1M High / 1M Low: 0.250 0.100
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.180
Avg. volume 1W:   0.000
Avg. price 1M:   0.151
Avg. volume 1M:   4,090.909
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   407.16%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -