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JP Morgan Call 16.5 GZF 20.09.202.../  DE000JB8V4Q8  /

EUWAX
2024-06-14  9:20:11 AM Chg.-0.015 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.040EUR -27.27% -
Bid Size: -		 -
Ask Size: -		 ENGIE S.A. INH. ... 16.50 EUR 2024-09-20 Call
 

Master data

WKN: JB8V4Q
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: ENGIE S.A. INH. EO 1
Type: Warrant
Option type: Call
Strike price: 16.50 EUR
Maturity: 2024-09-20
Issue date: 2023-12-05
Last trading day: 2024-09-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 24.57
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.17
Parity: -3.23
Time value: 0.54
Break-even: 17.04
Moneyness: 0.80
Premium: 0.28
Premium p.a.: 1.56
Spread abs.: 0.50
Spread %: 1,155.81%
Delta: 0.27
Theta: -0.01
Omega: 6.69
Rho: 0.01
 

Quote data

Open: 0.040
High: 0.040
Low: 0.040
Previous Close: 0.055
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -80.00%
1 Month
  -92.16%
3 Months
  -73.33%
YTD
  -94.20%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.094 0.040
1M High / 1M Low: 0.510 0.040
6M High / 6M Low: 1.000 0.040
High (YTD): 2024-01-10 1.000
Low (YTD): 2024-06-14 0.040
52W High: - -
52W Low: - -
Avg. price 1W:   0.067
Avg. volume 1W:   0.000
Avg. price 1M:   0.272
Avg. volume 1M:   0.000
Avg. price 6M:   0.316
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   322.22%
Volatility 6M:   253.31%
Volatility 1Y:   -
Volatility 3Y:   -