JP Morgan Call 690 URI 20.09.2024/  DE000JT0V0X2  /

EUWAX
2024-07-26  11:18:36 AM Chg.+0.290 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.850EUR +51.79% -
Bid Size: -
-
Ask Size: -
United Rentals 690.00 USD 2024-09-20 Call
 

Master data

WKN: JT0V0X
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: United Rentals
Type: Warrant
Option type: Call
Strike price: 690.00 USD
Maturity: 2024-09-20
Issue date: 2024-05-23
Last trading day: 2024-09-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 7.22
Leverage: Yes

Calculated values

Fair value: 0.72
Intrinsic value: 0.57
Implied volatility: 0.59
Historic volatility: 0.33
Parity: 0.57
Time value: 0.39
Break-even: 731.61
Moneyness: 1.09
Premium: 0.06
Premium p.a.: 0.43
Spread abs.: 0.20
Spread %: 26.32%
Delta: 0.70
Theta: -0.55
Omega: 5.02
Rho: 0.58
 

Quote data

Open: 0.850
High: 0.850
Low: 0.850
Previous Close: 0.560
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+30.77%
1 Month  
+325.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.850 0.560
1M High / 1M Low: 0.850 0.180
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.678
Avg. volume 1W:   0.000
Avg. price 1M:   0.431
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   372.62%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -