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JP Morgan Call 64 MDLZ 17.01.2025/  DE000JB3GA45  /

EUWAX
8/2/2024  8:49:55 AM Chg.- Bid8:19:23 AM Ask8:19:23 AM Underlying Strike price Expiration date Option type
0.640EUR - 0.760
Bid Size: 50,000		 0.850
Ask Size: 50,000		 Mondelez Internation... 64.00 USD 1/17/2025 Call
 

Master data

WKN: JB3GA4
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Mondelez International Inc
Type: Warrant
Option type: Call
Strike price: 64.00 USD
Maturity: 1/17/2025
Issue date: 10/10/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.41
Leverage: Yes

Calculated values

Fair value: 0.75
Intrinsic value: 0.61
Implied volatility: 0.17
Historic volatility: 0.16
Parity: 0.61
Time value: 0.16
Break-even: 66.36
Moneyness: 1.10
Premium: 0.02
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 1.20%
Delta: 0.85
Theta: -0.01
Omega: 7.16
Rho: 0.22
 

Quote data

Open: 0.640
High: 0.640
Low: 0.640
Previous Close: 0.650
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.36%
1 Month  
+18.52%
3 Months
  -31.91%
YTD
  -46.22%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.650 0.550
1M High / 1M Low: 0.650 0.440
6M High / 6M Low: 1.530 0.440
High (YTD): 2/5/2024 1.530
Low (YTD): 7/16/2024 0.440
52W High: - -
52W Low: - -
Avg. price 1W:   0.606
Avg. volume 1W:   0.000
Avg. price 1M:   0.539
Avg. volume 1M:   0.000
Avg. price 6M:   0.829
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   120.51%
Volatility 6M:   103.92%
Volatility 1Y:   -
Volatility 3Y:   -