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JP Morgan Call 106 TJX 21.06.2024/  DE000JB6L8U5  /

EUWAX
2024-06-07  10:32:15 AM Chg.-0.040 Bid4:33:55 PM Ask4:33:55 PM Underlying Strike price Expiration date Option type
0.200EUR -16.67% 0.220
Bid Size: 100,000		 0.230
Ask Size: 100,000		 TJX Companies Inc 106.00 USD 2024-06-21 Call
 

Master data

WKN: JB6L8U
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: TJX Companies Inc
Type: Warrant
Option type: Call
Strike price: 106.00 USD
Maturity: 2024-06-21
Issue date: 2023-11-17
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 53.47
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.09
Implied volatility: 0.17
Historic volatility: 0.15
Parity: 0.09
Time value: 0.10
Break-even: 99.16
Moneyness: 1.01
Premium: 0.01
Premium p.a.: 0.30
Spread abs.: 0.01
Spread %: 5.26%
Delta: 0.63
Theta: -0.05
Omega: 33.55
Rho: 0.02
 

Quote data

Open: 0.200
High: 0.200
Low: 0.200
Previous Close: 0.240
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+212.50%
1 Month  
+308.16%
3 Months  
+53.85%
YTD  
+42.86%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.058
1M High / 1M Low: 0.240 0.027
6M High / 6M Low: 0.330 0.026
High (YTD): 2024-02-28 0.330
Low (YTD): 2024-04-19 0.026
52W High: - -
52W Low: - -
Avg. price 1W:   0.124
Avg. volume 1W:   0.000
Avg. price 1M:   0.067
Avg. volume 1M:   0.000
Avg. price 6M:   0.127
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   623.36%
Volatility 6M:   357.46%
Volatility 1Y:   -
Volatility 3Y:   -