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JP Morgan Call 70 SCHW 20.09.2024/  DE000JB0PK03  /

EUWAX
8/30/2024  11:04:42 AM Chg.+0.009 Bid1:22:13 PM Ask1:22:13 PM Underlying Strike price Expiration date Option type
0.032EUR +39.13% 0.030
Bid Size: 25,000		 0.040
Ask Size: 25,000		 Charles Schwab Corpo... 70.00 USD 9/20/2024 Call
 

Master data

WKN: JB0PK0
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Charles Schwab Corporation
Type: Warrant
Option type: Call
Strike price: 70.00 USD
Maturity: 9/20/2024
Issue date: 8/25/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 166.49
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.25
Parity: -0.46
Time value: 0.04
Break-even: 63.53
Moneyness: 0.93
Premium: 0.08
Premium p.a.: 3.07
Spread abs.: 0.01
Spread %: 34.48%
Delta: 0.16
Theta: -0.03
Omega: 27.17
Rho: 0.01
 

Quote data

Open: 0.032
High: 0.032
Low: 0.032
Previous Close: 0.023
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.00%
1 Month
  -68.00%
3 Months
  -92.73%
YTD
  -95.95%
1 Year
  -93.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.040 0.019
1M High / 1M Low: 0.100 0.019
6M High / 6M Low: 1.060 0.019
High (YTD): 5/16/2024 1.060
Low (YTD): 8/28/2024 0.019
52W High: 5/16/2024 1.060
52W Low: 8/28/2024 0.019
Avg. price 1W:   0.029
Avg. volume 1W:   0.000
Avg. price 1M:   0.052
Avg. volume 1M:   0.000
Avg. price 6M:   0.514
Avg. volume 6M:   7.587
Avg. price 1Y:   0.468
Avg. volume 1Y:   3.764
Volatility 1M:   488.24%
Volatility 6M:   282.57%
Volatility 1Y:   227.98%
Volatility 3Y:   -