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JP Morgan Call 64 MDLZ 17.01.2025/  DE000JB3GA45  /

EUWAX
6/25/2024  8:55:13 AM Chg.+0.120 Bid2:42:35 PM Ask2:42:35 PM Underlying Strike price Expiration date Option type
0.670EUR +21.82% 0.660
Bid Size: 25,000		 0.670
Ask Size: 25,000		 Mondelez Internation... 64.00 USD 1/17/2025 Call
 

Master data

WKN: JB3GA4
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Mondelez International Inc
Type: Warrant
Option type: Call
Strike price: 64.00 USD
Maturity: 1/17/2025
Issue date: 10/10/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.06
Leverage: Yes

Calculated values

Fair value: 0.63
Intrinsic value: 0.41
Implied volatility: 0.16
Historic volatility: 0.16
Parity: 0.41
Time value: 0.22
Break-even: 65.97
Moneyness: 1.07
Premium: 0.03
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 1.49%
Delta: 0.78
Theta: -0.01
Omega: 7.87
Rho: 0.25
 

Quote data

Open: 0.670
High: 0.670
Low: 0.670
Previous Close: 0.550
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+24.07%
1 Month
  -9.46%
3 Months
  -37.38%
YTD
  -43.70%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.560 0.530
1M High / 1M Low: 0.710 0.510
6M High / 6M Low: 1.530 0.510
High (YTD): 2/5/2024 1.530
Low (YTD): 6/13/2024 0.510
52W High: - -
52W Low: - -
Avg. price 1W:   0.542
Avg. volume 1W:   0.000
Avg. price 1M:   0.614
Avg. volume 1M:   0.000
Avg. price 6M:   0.999
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   118.31%
Volatility 6M:   86.43%
Volatility 1Y:   -
Volatility 3Y:   -