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JP Morgan Call 68 MDLZ 17.01.2025/  DE000JB38550  /

EUWAX
15/11/2024  09:09:37 Chg.-0.026 Bid22:00:28 Ask22:00:28 Underlying Strike price Expiration date Option type
0.094EUR -21.67% -
Bid Size: -		 -
Ask Size: -		 Mondelez Internation... 68.00 USD 17/01/2025 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: 17/01/2025
Issue date: 04/10/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 73.28
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.16
Parity: -0.33
Time value: 0.08
Break-even: 65.43
Moneyness: 0.95
Premium: 0.07
Premium p.a.: 0.47
Spread abs.: 0.01
Spread %: 12.82%
Delta: 0.29
Theta: -0.01
Omega: 21.03
Rho: 0.03
 

Quote data

Open: 0.094
High: 0.094
Low: 0.094
Previous Close: 0.120
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.67%
1 Month
  -81.92%
3 Months
  -80.82%
YTD
  -90.11%
1 Year
  -89.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.094
1M High / 1M Low: 0.520 0.094
6M High / 6M Low: 0.850 0.094
High (YTD): 05/02/2024 1.250
Low (YTD): 15/11/2024 0.094
52W High: 05/02/2024 1.250
52W Low: 15/11/2024 0.094
Avg. price 1W:   0.119
Avg. volume 1W:   0.000
Avg. price 1M:   0.294
Avg. volume 1M:   0.000
Avg. price 6M:   0.450
Avg. volume 6M:   0.000
Avg. price 1Y:   0.644
Avg. volume 1Y:   7.874
Volatility 1M:   316.43%
Volatility 6M:   194.99%
Volatility 1Y:   152.44%
Volatility 3Y:   -