JP Morgan Call 260 ADP 15.11.2024/  DE000JK5YJU4  /

EUWAX
2024-10-30  8:59:53 AM Chg.- Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
2.85EUR - -
Bid Size: -
-
Ask Size: -
Automatic Data Proce... 260.00 USD 2024-11-15 Call
 

Master data

WKN: JK5YJU
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Automatic Data Processing Inc
Type: Warrant
Option type: Call
Strike price: 260.00 USD
Maturity: 2024-11-15
Issue date: 2024-03-19
Last trading day: 2024-11-14
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.84
Leverage: Yes

Calculated values

Fair value: 3.05
Intrinsic value: 3.02
Implied volatility: 0.18
Historic volatility: 0.14
Parity: 3.02
Time value: 0.03
Break-even: 269.95
Moneyness: 1.13
Premium: 0.00
Premium p.a.: 0.03
Spread abs.: 0.03
Spread %: 0.99%
Delta: 1.00
Theta: -0.02
Omega: 8.83
Rho: 0.10
 

Quote data

Open: 2.85
High: 2.85
Low: 2.85
Previous Close: 2.69
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week
  -7.77%
1 Month  
+46.91%
3 Months  
+41.79%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.09 2.69
1M High / 1M Low: 3.27 1.94
6M High / 6M Low: 3.27 0.60
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.89
Avg. volume 1W:   0.00
Avg. price 1M:   2.83
Avg. volume 1M:   0.00
Avg. price 6M:   1.68
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   94.89%
Volatility 6M:   161.63%
Volatility 1Y:   -
Volatility 3Y:   -