JP Morgan Call 90 OKTA 20.09.2024/  DE000JT05X97  /

EUWAX
2024-07-26  10:18:17 AM Chg.+0.100 Bid5:53:28 PM Ask5:53:28 PM Underlying Strike price Expiration date Option type
0.930EUR +12.05% 0.870
Bid Size: 75,000
0.880
Ask Size: 75,000
Okta Inc 90.00 USD 2024-09-20 Call
 

Master data

WKN: JT05X9
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Okta Inc
Type: Warrant
Option type: Call
Strike price: 90.00 USD
Maturity: 2024-09-20
Issue date: 2024-06-03
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.13
Leverage: Yes

Calculated values

Fair value: 0.73
Intrinsic value: 0.29
Implied volatility: 0.58
Historic volatility: 0.41
Parity: 0.29
Time value: 0.65
Break-even: 92.34
Moneyness: 1.03
Premium: 0.08
Premium p.a.: 0.61
Spread abs.: 0.04
Spread %: 4.44%
Delta: 0.61
Theta: -0.07
Omega: 5.60
Rho: 0.07
 

Quote data

Open: 0.930
High: 0.930
Low: 0.930
Previous Close: 0.830
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.10%
1 Month  
+47.62%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.000 0.830
1M High / 1M Low: 1.250 0.620
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.952
Avg. volume 1W:   0.000
Avg. price 1M:   0.963
Avg. volume 1M:   45.455
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   229.63%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -