JP Morgan Call 66 AA 17.01.2025/  DE000JK625V8  /

EUWAX
2024-07-24  9:42:41 AM Chg.0.000 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.021EUR 0.00% -
Bid Size: -
-
Ask Size: -
Alcoa Corporation 66.00 USD 2025-01-17 Call
 

Master data

WKN: JK625V
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Alcoa Corporation
Type: Warrant
Option type: Call
Strike price: 66.00 USD
Maturity: 2025-01-17
Issue date: 2024-04-05
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 43.40
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.67
Historic volatility: 0.45
Parity: -2.96
Time value: 0.07
Break-even: 61.55
Moneyness: 0.51
Premium: 0.97
Premium p.a.: 3.05
Spread abs.: 0.05
Spread %: 227.27%
Delta: 0.12
Theta: -0.01
Omega: 5.26
Rho: 0.01
 

Quote data

Open: 0.021
High: 0.021
Low: 0.021
Previous Close: 0.021
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month
  -76.67%
3 Months
  -73.42%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.042 0.021
1M High / 1M Low: 0.110 0.021
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.028
Avg. volume 1W:   0.000
Avg. price 1M:   0.066
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   231.52%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -