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JP Morgan Call 125 MCHP 18.10.202.../  DE000JL8F0V5  /

EUWAX
2024-06-06  12:33:58 PM Chg.+0.003 Bid12:35:03 PM Ask12:35:03 PM Underlying Strike price Expiration date Option type
0.085EUR +3.66% 0.085
Bid Size: 10,000		 0.095
Ask Size: 10,000		 Microchip Technology... 125.00 USD 2024-10-18 Call
 

Master data

WKN: JL8F0V
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Microchip Technology Inc
Type: Warrant
Option type: Call
Strike price: 125.00 USD
Maturity: 2024-10-18
Issue date: 2023-07-20
Last trading day: 2024-10-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 95.25
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.29
Parity: -2.82
Time value: 0.09
Break-even: 115.86
Moneyness: 0.75
Premium: 0.34
Premium p.a.: 1.20
Spread abs.: 0.01
Spread %: 17.86%
Delta: 0.11
Theta: -0.01
Omega: 10.88
Rho: 0.03
 

Quote data

Open: 0.085
High: 0.085
Low: 0.085
Previous Close: 0.082
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.61%
1 Month
  -29.17%
3 Months
  -15.00%
YTD
  -66.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.082
1M High / 1M Low: 0.170 0.074
6M High / 6M Low: 0.320 0.051
High (YTD): 2024-03-08 0.250
Low (YTD): 2024-04-22 0.051
52W High: - -
52W Low: - -
Avg. price 1W:   0.097
Avg. volume 1W:   0.000
Avg. price 1M:   0.103
Avg. volume 1M:   0.000
Avg. price 6M:   0.135
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   348.43%
Volatility 6M:   323.43%
Volatility 1Y:   -
Volatility 3Y:   -