OverviewChartNewsTraderScreen

JP Morgan Call 250 ADP 16.08.2024/  DE000JB8EUJ1  /

EUWAX
6/24/2024  11:17:36 AM Chg.+0.080 Bid7:23:54 PM Ask7:23:54 PM Underlying Strike price Expiration date Option type
0.990EUR +8.79% 1.030
Bid Size: 50,000		 1.040
Ask Size: 50,000		 Automatic Data Proce... 250.00 USD 8/16/2024 Call
 

Master data

WKN: JB8EUJ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Automatic Data Processing Inc
Type: Warrant
Option type: Call
Strike price: 250.00 USD
Maturity: 8/16/2024
Issue date: 12/18/2023
Last trading day: 8/15/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 22.97
Leverage: Yes

Calculated values

Fair value: 0.56
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.17
Parity: -0.19
Time value: 1.01
Break-even: 244.01
Moneyness: 0.99
Premium: 0.05
Premium p.a.: 0.42
Spread abs.: 0.02
Spread %: 2.02%
Delta: 0.51
Theta: -0.11
Omega: 11.76
Rho: 0.16
 

Quote data

Open: 0.990
High: 0.990
Low: 0.990
Previous Close: 0.910
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+22.22%
1 Month
  -25.00%
3 Months
  -42.77%
YTD
  -31.25%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.910 0.810
1M High / 1M Low: 1.320 0.700
6M High / 6M Low: 2.180 0.700
High (YTD): 2/23/2024 2.180
Low (YTD): 5/30/2024 0.700
52W High: - -
52W Low: - -
Avg. price 1W:   0.876
Avg. volume 1W:   0.000
Avg. price 1M:   0.940
Avg. volume 1M:   0.000
Avg. price 6M:   1.437
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   206.04%
Volatility 6M:   133.48%
Volatility 1Y:   -
Volatility 3Y:   -