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JP Morgan Call 66 TOTB 20.09.2024/  DE000JB7E8A5  /

EUWAX
2024-07-09  11:43:53 AM Chg.-0.080 Bid12:07:32 PM Ask12:07:32 PM Underlying Strike price Expiration date Option type
0.130EUR -38.10% 0.140
Bid Size: 200,000		 0.150
Ask Size: 200,000		 TOTALENERGIES SE EO... 66.00 EUR 2024-09-20 Call
 

Master data

WKN: JB7E8A
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: TOTALENERGIES SE EO 2,50
Type: Warrant
Option type: Call
Strike price: 66.00 EUR
Maturity: 2024-09-20
Issue date: 2023-12-05
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 26.95
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.19
Parity: -0.13
Time value: 0.24
Break-even: 68.40
Moneyness: 0.98
Premium: 0.06
Premium p.a.: 0.32
Spread abs.: 0.07
Spread %: 41.18%
Delta: 0.47
Theta: -0.02
Omega: 12.77
Rho: 0.06
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.210
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.53%
1 Month
  -43.48%
3 Months
  -74.51%
YTD
  -53.57%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.170
1M High / 1M Low: 0.240 0.120
6M High / 6M Low: 0.590 0.110
High (YTD): 2024-04-30 0.590
Low (YTD): 2024-03-05 0.110
52W High: - -
52W Low: - -
Avg. price 1W:   0.206
Avg. volume 1W:   0.000
Avg. price 1M:   0.170
Avg. volume 1M:   0.000
Avg. price 6M:   0.273
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   264.71%
Volatility 6M:   217.66%
Volatility 1Y:   -
Volatility 3Y:   -