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JP Morgan Call 305 ROK 21.06.2024/  DE000JB66MZ7  /

EUWAX
2024-06-06  10:21:58 AM Chg.+0.005 Bid2024-06-06 Ask2024-06-06 Underlying Strike price Expiration date Option type
0.016EUR +45.45% 0.016
Bid Size: 100		 0.320
Ask Size: 100		 Rockwell Automation ... 305.00 USD 2024-06-21 Call
 

Master data

WKN: JB66MZ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Rockwell Automation Inc
Type: Warrant
Option type: Call
Strike price: 305.00 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: 81.11
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.75
Historic volatility: 0.27
Parity: -4.18
Time value: 0.29
Break-even: 283.43
Moneyness: 0.85
Premium: 0.19
Premium p.a.: 64.46
Spread abs.: 0.28
Spread %: 1,677.78%
Delta: 0.16
Theta: -0.30
Omega: 13.31
Rho: 0.01
 

Quote data

Open: 0.016
High: 0.016
Low: 0.016
Previous Close: 0.011
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+23.08%
1 Month
  -96.60%
3 Months
  -98.72%
YTD
  -99.46%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.017 0.011
1M High / 1M Low: 0.490 0.011
6M High / 6M Low: 3.050 0.011
High (YTD): 2024-01-08 2.690
Low (YTD): 2024-06-05 0.011
52W High: - -
52W Low: - -
Avg. price 1W:   0.013
Avg. volume 1W:   0.000
Avg. price 1M:   0.100
Avg. volume 1M:   0.000
Avg. price 6M:   1.253
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   461.16%
Volatility 6M:   304.78%
Volatility 1Y:   -
Volatility 3Y:   -