JP Morgan Call 66 SLB 20.09.2024/  DE000JB8R4H3  /

EUWAX
2024-06-20  9:21:23 AM Chg.+0.001 Bid2:53:50 PM Ask2:53:50 PM Underlying Strike price Expiration date Option type
0.008EUR +14.29% -
Bid Size: -
-
Ask Size: -
Schlumberger Ltd 66.00 USD 2024-09-20 Call
 

Master data

WKN: JB8R4H
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Schlumberger Ltd
Type: Warrant
Option type: Call
Strike price: 66.00 USD
Maturity: 2024-09-20
Issue date: 2023-12-05
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 60.81
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.59
Historic volatility: 0.24
Parity: -2.01
Time value: 0.07
Break-even: 62.09
Moneyness: 0.67
Premium: 0.50
Premium p.a.: 4.02
Spread abs.: 0.06
Spread %: 750.00%
Delta: 0.13
Theta: -0.01
Omega: 7.63
Rho: 0.01
 

Quote data

Open: 0.008
High: 0.008
Low: 0.008
Previous Close: 0.007
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.29%
1 Month
  -11.11%
3 Months
  -93.33%
YTD
  -96.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.007 0.004
1M High / 1M Low: 0.009 0.003
6M High / 6M Low: 0.250 0.003
High (YTD): 2024-01-02 0.200
Low (YTD): 2024-06-04 0.003
52W High: - -
52W Low: - -
Avg. price 1W:   0.006
Avg. volume 1W:   0.000
Avg. price 1M:   0.006
Avg. volume 1M:   0.000
Avg. price 6M:   0.077
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   478.68%
Volatility 6M:   279.59%
Volatility 1Y:   -
Volatility 3Y:   -