JP Morgan Call 85 MCHP 15.11.2024/  DE000JB9AJZ6  /

EUWAX
11/7/2024  9:49:37 AM Chg.-0.005 Bid9:55:09 PM Ask9:55:09 PM Underlying Strike price Expiration date Option type
0.003EUR -62.50% 0.004
Bid Size: 20,000
0.019
Ask Size: 20,000
Microchip Technology... 85.00 USD 11/15/2024 Call
 

Master data

WKN: JB9AJZ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Microchip Technology Inc
Type: Warrant
Option type: Call
Strike price: 85.00 USD
Maturity: 11/15/2024
Issue date: 1/5/2024
Last trading day: 11/14/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 298.79
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.65
Historic volatility: 0.33
Parity: -1.05
Time value: 0.02
Break-even: 79.43
Moneyness: 0.87
Premium: 0.16
Premium p.a.: 0.00
Spread abs.: 0.02
Spread %: 666.67%
Delta: 0.08
Theta: -0.06
Omega: 23.69
Rho: 0.00
 

Quote data

Open: 0.003
High: 0.003
Low: 0.003
Previous Close: 0.008
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -96.43%
1 Month
  -98.33%
3 Months
  -99.19%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.084 0.008
1M High / 1M Low: 0.190 0.008
6M High / 6M Low: 1.860 0.008
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.055
Avg. volume 1W:   0.000
Avg. price 1M:   0.121
Avg. volume 1M:   0.000
Avg. price 6M:   0.736
Avg. volume 6M:   166.290
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   447.01%
Volatility 6M:   324.63%
Volatility 1Y:   -
Volatility 3Y:   -