JP Morgan Call 90 NWT 16.01.2026/  DE000JK450H0  /

EUWAX
11/15/2024  8:54:51 AM Chg.-0.010 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
0.470EUR -2.08% -
Bid Size: -
-
Ask Size: -
WELLS FARGO + CO.DL ... 90.00 - 1/16/2026 Call
 

Master data

WKN: JK450H
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: WELLS FARGO + CO.DL 1,666
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 1/16/2026
Issue date: 3/13/2024
Last trading day: 1/15/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.02
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.27
Parity: -1.94
Time value: 0.47
Break-even: 94.70
Moneyness: 0.78
Premium: 0.34
Premium p.a.: 0.29
Spread abs.: -0.08
Spread %: -14.55%
Delta: 0.34
Theta: -0.01
Omega: 5.11
Rho: 0.23
 

Quote data

Open: 0.470
High: 0.470
Low: 0.470
Previous Close: 0.480
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+34.29%
1 Month  
+147.37%
3 Months  
+612.12%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.480 0.370
1M High / 1M Low: 0.480 0.190
6M High / 6M Low: 0.480 0.041
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.450
Avg. volume 1W:   0.000
Avg. price 1M:   0.296
Avg. volume 1M:   0.000
Avg. price 6M:   0.140
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   336.61%
Volatility 6M:   228.19%
Volatility 1Y:   -
Volatility 3Y:   -