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JP Morgan Call 300 ROK 21.06.2024/  DE000JB66MY0  /

EUWAX
2024-06-06  10:21:58 AM Chg.+0.005 Bid3:01:47 PM Ask3:01:47 PM Underlying Strike price Expiration date Option type
0.021EUR +31.25% 0.021
Bid Size: 500		 0.220
Ask Size: 500		 Rockwell Automation ... 300.00 USD 2024-06-21 Call
 

Master data

WKN: JB66MY
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Rockwell Automation Inc
Type: Warrant
Option type: Call
Strike price: 300.00 USD
Maturity: 2024-06-21
Issue date: 2023-11-17
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 108.49
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.63
Historic volatility: 0.27
Parity: -3.72
Time value: 0.22
Break-even: 278.09
Moneyness: 0.87
Premium: 0.17
Premium p.a.: 40.20
Spread abs.: 0.20
Spread %: 816.67%
Delta: 0.15
Theta: -0.24
Omega: 15.94
Rho: 0.01
 

Quote data

Open: 0.021
High: 0.021
Low: 0.021
Previous Close: 0.016
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.53%
1 Month
  -96.38%
3 Months
  -98.52%
YTD
  -99.35%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.024 0.016
1M High / 1M Low: 0.600 0.016
6M High / 6M Low: 3.310 0.016
High (YTD): 2024-01-08 2.940
Low (YTD): 2024-06-05 0.016
52W High: - -
52W Low: - -
Avg. price 1W:   0.019
Avg. volume 1W:   0.000
Avg. price 1M:   0.138
Avg. volume 1M:   0.000
Avg. price 6M:   1.410
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   442.43%
Volatility 6M:   294.28%
Volatility 1Y:   -
Volatility 3Y:   -