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JP Morgan Call 86 BNR 20.09.2024/  DE000JB7D586  /

EUWAX
2024-06-27  6:13:25 PM Chg.-0.001 Bid2024-06-27 Ask2024-06-27 Underlying Strike price Expiration date Option type
0.002EUR -33.33% 0.002
Bid Size: 2,000		 0.052
Ask Size: 2,000		 BRENNTAG SE NA O.N. 86.00 EUR 2024-09-20 Call
 

Master data

WKN: JB7D58
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 86.00 EUR
Maturity: 2024-09-20
Issue date: 2023-12-05
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 149.07
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.19
Parity: -2.19
Time value: 0.04
Break-even: 86.43
Moneyness: 0.75
Premium: 0.35
Premium p.a.: 2.61
Spread abs.: 0.04
Spread %: 1,333.33%
Delta: 0.08
Theta: -0.01
Omega: 12.30
Rho: 0.01
 

Quote data

Open: 0.003
High: 0.003
Low: 0.002
Previous Close: 0.003
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -60.00%
3 Months
  -99.00%
YTD
  -99.64%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.005 0.003
1M High / 1M Low: 0.006 0.002
6M High / 6M Low: 0.640 0.002
High (YTD): 2024-03-01 0.640
Low (YTD): 2024-06-04 0.002
52W High: - -
52W Low: - -
Avg. price 1W:   0.004
Avg. volume 1W:   0.000
Avg. price 1M:   0.004
Avg. volume 1M:   0.000
Avg. price 6M:   0.239
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   449.83%
Volatility 6M:   273.63%
Volatility 1Y:   -
Volatility 3Y:   -