JP Morgan Call 66 BNP 16.08.2024/  DE000JT0R623  /

EUWAX
2024-07-26  12:31:21 PM Chg.+0.041 Bid5:51:04 PM Ask5:51:04 PM Underlying Strike price Expiration date Option type
0.097EUR +73.21% 0.091
Bid Size: 7,500
0.140
Ask Size: 7,500
BNP PARIBAS INH. ... 66.00 EUR 2024-08-16 Call
 

Master data

WKN: JT0R62
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: BNP PARIBAS INH. EO 2
Type: Warrant
Option type: Call
Strike price: 66.00 EUR
Maturity: 2024-08-16
Issue date: 2024-05-27
Last trading day: 2024-08-15
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 33.98
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.23
Parity: -0.14
Time value: 0.19
Break-even: 67.90
Moneyness: 0.98
Premium: 0.05
Premium p.a.: 1.40
Spread abs.: 0.08
Spread %: 72.73%
Delta: 0.44
Theta: -0.06
Omega: 14.83
Rho: 0.02
 

Quote data

Open: 0.097
High: 0.097
Low: 0.097
Previous Close: 0.056
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.23%
1 Month  
+14.12%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.056
1M High / 1M Low: 0.140 0.048
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.096
Avg. volume 1W:   15,000
Avg. price 1M:   0.086
Avg. volume 1M:   8,809.524
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   413.08%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -