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JP Morgan Call 105 DUK 19.07.2024/  DE000JB5HLX0  /

EUWAX
2024-06-19  10:50:03 AM Chg.-0.020 Bid7:12:49 PM Ask7:12:49 PM Underlying Strike price Expiration date Option type
0.100EUR -16.67% 0.100
Bid Size: 3,000		 0.170
Ask Size: 3,000		 Duke Energy Corp New 105.00 USD 2024-07-19 Call
 

Master data

WKN: JB5HLX
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Duke Energy Corp New
Type: Warrant
Option type: Call
Strike price: 105.00 USD
Maturity: 2024-07-19
Issue date: 2023-11-20
Last trading day: 2024-07-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 71.45
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.15
Parity: -0.46
Time value: 0.13
Break-even: 99.08
Moneyness: 0.95
Premium: 0.06
Premium p.a.: 1.12
Spread abs.: 0.04
Spread %: 52.17%
Delta: 0.29
Theta: -0.04
Omega: 21.03
Rho: 0.02
 

Quote data

Open: 0.100
High: 0.100
Low: 0.100
Previous Close: 0.120
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -47.37%
1 Month
  -64.29%
3 Months
  -28.57%
YTD
  -73.68%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.120
1M High / 1M Low: 0.340 0.120
6M High / 6M Low: 0.460 0.081
High (YTD): 2024-01-08 0.460
Low (YTD): 2024-04-17 0.081
52W High: - -
52W Low: - -
Avg. price 1W:   0.146
Avg. volume 1W:   0.000
Avg. price 1M:   0.221
Avg. volume 1M:   0.000
Avg. price 6M:   0.218
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   352.89%
Volatility 6M:   273.00%
Volatility 1Y:   -
Volatility 3Y:   -