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JP Morgan Call 120 BG 17.01.2025/  DE000JS7BHK5  /

EUWAX
26/09/2024  11:24:06 Chg.- Bid10:00:03 Ask10:00:03 Underlying Strike price Expiration date Option type
0.026EUR - 0.031
Bid Size: 1,000		 -
Ask Size: -		 Bunge Global SA 120.00 USD 17/01/2025 Call
 

Master data

WKN: JS7BHK
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Bunge Global SA
Type: Warrant
Option type: Call
Strike price: 120.00 USD
Maturity: 17/01/2025
Issue date: 10/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 308.48
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.23
Parity: -2.18
Time value: 0.03
Break-even: 107.64
Moneyness: 0.80
Premium: 0.26
Premium p.a.: 1.11
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.06
Theta: -0.01
Omega: 18.35
Rho: 0.01
 

Quote data

Open: 0.026
High: 0.026
Low: 0.026
Previous Close: 0.035
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -61.76%
1 Month
  -72.04%
3 Months
  -91.88%
YTD
  -94.09%
1 Year
  -98.56%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.068 0.026
1M High / 1M Low: 0.097 0.026
6M High / 6M Low: 0.590 0.026
High (YTD): 22/04/2024 0.590
Low (YTD): 26/09/2024 0.026
52W High: 28/09/2023 1.810
52W Low: 26/09/2024 0.026
Avg. price 1W:   0.044
Avg. volume 1W:   0.000
Avg. price 1M:   0.067
Avg. volume 1M:   0.000
Avg. price 6M:   0.266
Avg. volume 6M:   0.000
Avg. price 1Y:   0.445
Avg. volume 1Y:   0.000
Volatility 1M:   263.47%
Volatility 6M:   257.53%
Volatility 1Y:   205.50%
Volatility 3Y:   -