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JP Morgan Call 68 MDLZ 17.01.2025/  DE000JB38550  /

EUWAX
8/5/2024  8:53:18 AM Chg.+0.100 Bid9:39:42 PM Ask9:39:42 PM Underlying Strike price Expiration date Option type
0.510EUR +24.39% 0.480
Bid Size: 150,000		 0.490
Ask Size: 150,000		 Mondelez Internation... 68.00 USD 1/17/2025 Call
 

Master data

WKN: JB3855
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Mondelez International Inc
Type: Warrant
Option type: Call
Strike price: 68.00 USD
Maturity: 1/17/2025
Issue date: 10/4/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.40
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.25
Implied volatility: 0.19
Historic volatility: 0.16
Parity: 0.25
Time value: 0.28
Break-even: 67.55
Moneyness: 1.04
Premium: 0.04
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 1.79%
Delta: 0.69
Theta: -0.01
Omega: 8.56
Rho: 0.18
 

Quote data

Open: 0.510
High: 0.510
Low: 0.510
Previous Close: 0.410
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+54.55%
1 Month  
+59.38%
3 Months
  -22.73%
YTD
  -46.32%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.410 0.330
1M High / 1M Low: 0.410 0.220
6M High / 6M Low: 1.250 0.220
High (YTD): 2/5/2024 1.250
Low (YTD): 7/16/2024 0.220
52W High: - -
52W Low: - -
Avg. price 1W:   0.376
Avg. volume 1W:   0.000
Avg. price 1M:   0.320
Avg. volume 1M:   0.000
Avg. price 6M:   0.587
Avg. volume 6M:   6.349
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   187.59%
Volatility 6M:   134.32%
Volatility 1Y:   -
Volatility 3Y:   -