JP Morgan Call 0.85 EUR/GBP 21.03.../  DE000JK1JSK6  /

EUWAX
2024-06-14  9:27:02 PM Chg.+0.20 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
2.37EUR +9.22% -
Bid Size: -
-
Ask Size: -
- 0.85 GBP 2025-03-21 Call
 

Master data

WKN: JK1JSK
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 0.85 GBP
Maturity: 2025-03-21
Issue date: 2024-01-29
Last trading day: 2025-03-20
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 44.25
Leverage: Yes

Calculated values

Fair value: 2.53
Intrinsic value: 0.00
Implied volatility: 0.03
Historic volatility: 0.04
Parity: -1.03
Time value: 2.26
Break-even: 1.03
Moneyness: 0.99
Premium: 0.03
Premium p.a.: 0.04
Spread abs.: 0.07
Spread %: 3.20%
Delta: 0.73
Theta: 0.00
Omega: 32.10
Rho: 0.01
 

Quote data

Open: 2.24
High: 2.38
Low: 2.24
Previous Close: 2.17
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.27%
1 Month
  -27.52%
3 Months
  -27.52%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.45 2.17
1M High / 1M Low: 3.27 2.17
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.30
Avg. volume 1W:   0.00
Avg. price 1M:   2.68
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   54.85%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -