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JP Morgan Call 67 TOTB 20.09.2024/  DE000JB7E8B3  /

EUWAX
02/08/2024  08:54:49 Chg.-0.012 Bid21:31:56 Ask21:31:56 Underlying Strike price Expiration date Option type
0.041EUR -22.64% 0.039
Bid Size: 7,500		 0.110
Ask Size: 7,500		 TOTALENERGIES SE EO... 67.00 EUR 20/09/2024 Call
 

Master data

WKN: JB7E8B
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: TOTALENERGIES SE EO 2,50
Type: Warrant
Option type: Call
Strike price: 67.00 EUR
Maturity: 20/09/2024
Issue date: 05/12/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 47.62
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.18
Parity: -0.51
Time value: 0.13
Break-even: 68.30
Moneyness: 0.92
Premium: 0.10
Premium p.a.: 1.08
Spread abs.: 0.08
Spread %: 154.90%
Delta: 0.29
Theta: -0.03
Omega: 13.90
Rho: 0.02
 

Quote data

Open: 0.041
High: 0.041
Low: 0.041
Previous Close: 0.053
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.87%
1 Month
  -68.46%
3 Months
  -90.24%
YTD
  -83.60%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.067 0.044
1M High / 1M Low: 0.190 0.035
6M High / 6M Low: 0.530 0.035
High (YTD): 29/04/2024 0.530
Low (YTD): 25/07/2024 0.035
52W High: - -
52W Low: - -
Avg. price 1W:   0.057
Avg. volume 1W:   0.000
Avg. price 1M:   0.093
Avg. volume 1M:   0.000
Avg. price 6M:   0.221
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   450.72%
Volatility 6M:   281.72%
Volatility 1Y:   -
Volatility 3Y:   -