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JP Morgan Call 260 ALGN 19.07.202.../  DE000JB7ZY65  /

EUWAX
2024-06-25  9:01:42 AM Chg.-0.014 Bid2:05:36 PM Ask2:05:36 PM Underlying Strike price Expiration date Option type
0.021EUR -40.00% 0.023
Bid Size: 15,000		 0.033
Ask Size: 15,000		 Align Technology Inc 260.00 USD 2024-07-19 Call
 

Master data

WKN: JB7ZY6
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Align Technology Inc
Type: Warrant
Option type: Call
Strike price: 260.00 USD
Maturity: 2024-07-19
Issue date: 2023-12-05
Last trading day: 2024-07-18
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 71.26
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.42
Parity: -0.21
Time value: 0.03
Break-even: 245.36
Moneyness: 0.91
Premium: 0.11
Premium p.a.: 3.94
Spread abs.: 0.01
Spread %: 47.62%
Delta: 0.23
Theta: -0.16
Omega: 16.24
Rho: 0.03
 

Quote data

Open: 0.021
High: 0.021
Low: 0.021
Previous Close: 0.035
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -59.62%
1 Month
  -78.13%
3 Months
  -96.82%
YTD
  -95.53%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.052 0.035
1M High / 1M Low: 0.180 0.035
6M High / 6M Low: 0.760 0.035
High (YTD): 2024-03-21 0.760
Low (YTD): 2024-06-24 0.035
52W High: - -
52W Low: - -
Avg. price 1W:   0.042
Avg. volume 1W:   0.000
Avg. price 1M:   0.092
Avg. volume 1M:   0.000
Avg. price 6M:   0.429
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   478.28%
Volatility 6M:   239.54%
Volatility 1Y:   -
Volatility 3Y:   -