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JP Morgan Call 26 CTRA 21.06.2024/  DE000JB2Z5W5  /

EUWAX
2024-05-29  9:13:44 AM Chg.+0.030 Bid7:17:30 PM Ask7:17:30 PM Underlying Strike price Expiration date Option type
0.190EUR +18.75% 0.170
Bid Size: 200,000		 0.180
Ask Size: 200,000		 Coterra Energy Inc 26.00 - 2024-06-21 Call
 

Master data

WKN: JB2Z5W
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Coterra Energy Inc
Type: Warrant
Option type: Call
Strike price: 26.00 -
Maturity: 2024-06-21
Issue date: 2023-09-26
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.09
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.92
Historic volatility: 0.21
Parity: -0.06
Time value: 0.21
Break-even: 28.10
Moneyness: 0.98
Premium: 0.11
Premium p.a.: 3.97
Spread abs.: 0.02
Spread %: 10.53%
Delta: 0.51
Theta: -0.05
Omega: 6.16
Rho: 0.01
 

Quote data

Open: 0.190
High: 0.190
Low: 0.190
Previous Close: 0.160
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.00%
1 Month
  -29.63%
3 Months  
+5.56%
YTD
  -26.92%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.150
1M High / 1M Low: 0.280 0.150
6M High / 6M Low: 0.330 0.130
High (YTD): 2024-04-05 0.320
Low (YTD): 2024-02-15 0.130
52W High: - -
52W Low: - -
Avg. price 1W:   0.174
Avg. volume 1W:   0.000
Avg. price 1M:   0.226
Avg. volume 1M:   0.000
Avg. price 6M:   0.234
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   243.60%
Volatility 6M:   149.05%
Volatility 1Y:   -
Volatility 3Y:   -