JP Morgan Call 72 AA 17.01.2025/  DE000JT0QX66  /

EUWAX
2024-07-24  11:15:59 AM Chg.0.000 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.013EUR 0.00% -
Bid Size: -
-
Ask Size: -
Alcoa Corporation 72.00 USD 2025-01-17 Call
 

Master data

WKN: JT0QX6
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Alcoa Corporation
Type: Warrant
Option type: Call
Strike price: 72.00 USD
Maturity: 2025-01-17
Issue date: 2024-05-23
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 42.22
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.73
Historic volatility: 0.45
Parity: -3.51
Time value: 0.07
Break-even: 67.10
Moneyness: 0.47
Premium: 1.15
Premium p.a.: 3.84
Spread abs.: 0.06
Spread %: 428.57%
Delta: 0.12
Theta: -0.01
Omega: 4.91
Rho: 0.01
 

Quote data

Open: 0.013
High: 0.013
Low: 0.013
Previous Close: 0.013
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -51.85%
1 Month
  -76.79%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.027 0.013
1M High / 1M Low: 0.069 0.013
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.017
Avg. volume 1W:   0.000
Avg. price 1M:   0.041
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   218.46%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -