JP Morgan Call 455 PANW 15.11.202.../  DE000JK0BUF1  /

EUWAX
2024-06-19  12:09:41 PM Chg.- Bid10:48:00 AM Ask10:48:00 AM Underlying Strike price Expiration date Option type
0.300EUR - 0.300
Bid Size: 2,000
0.360
Ask Size: 2,000
Palo Alto Networks I... 455.00 USD 2024-11-15 Call
 

Master data

WKN: JK0BUF
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Palo Alto Networks Inc
Type: Warrant
Option type: Call
Strike price: 455.00 USD
Maturity: 2024-11-15
Issue date: 2024-01-25
Last trading day: 2024-11-14
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 53.73
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.43
Parity: -12.84
Time value: 0.55
Break-even: 428.86
Moneyness: 0.70
Premium: 0.45
Premium p.a.: 1.52
Spread abs.: 0.28
Spread %: 103.45%
Delta: 0.14
Theta: -0.07
Omega: 7.69
Rho: 0.15
 

Quote data

Open: 0.300
High: 0.300
Low: 0.300
Previous Close: 0.350
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.25%
1 Month
  -52.38%
3 Months
  -23.08%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.300
1M High / 1M Low: 0.630 0.140
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.320
Avg. volume 1W:   0.000
Avg. price 1M:   0.308
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   298.83%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -