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

EUWAX
2024-06-17  9:08:35 AM Chg.-0.083 Bid8:18:06 PM Ask8:18:06 PM Underlying Strike price Expiration date Option type
0.097EUR -46.11% 0.059
Bid Size: 200,000		 0.069
Ask Size: 200,000		 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: 23.27
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.42
Parity: -0.04
Time value: 0.10
Break-even: 253.21
Moneyness: 0.98
Premium: 0.06
Premium p.a.: 0.91
Spread abs.: 0.01
Spread %: 13.40%
Delta: 0.48
Theta: -0.19
Omega: 11.27
Rho: 0.09
 

Quote data

Open: 0.097
High: 0.097
Low: 0.097
Previous Close: 0.180
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.30%
1 Month
  -55.91%
3 Months
  -85.30%
YTD
  -79.36%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.082
1M High / 1M Low: 0.220 0.073
6M High / 6M Low: 0.760 0.073
High (YTD): 2024-03-21 0.760
Low (YTD): 2024-06-05 0.073
52W High: - -
52W Low: - -
Avg. price 1W:   0.121
Avg. volume 1W:   0.000
Avg. price 1M:   0.126
Avg. volume 1M:   0.000
Avg. price 6M:   0.448
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   439.95%
Volatility 6M:   218.79%
Volatility 1Y:   -
Volatility 3Y:   -