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JP Morgan Call 25 WBA 19.07.2024/  DE000JB59VZ3  /

EUWAX
2024-06-04  10:54:47 AM Chg.-0.003 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.002EUR -60.00% -
Bid Size: -		 -
Ask Size: -		 Walgreens Boots Alli... 25.00 USD 2024-07-19 Call
 

Master data

WKN: JB59VZ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Walgreens Boots Alliance Inc
Type: Warrant
Option type: Call
Strike price: 25.00 USD
Maturity: 2024-07-19
Issue date: 2023-11-20
Last trading day: 2024-07-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 81.09
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.87
Historic volatility: 0.35
Parity: -0.83
Time value: 0.02
Break-even: 23.10
Moneyness: 0.64
Premium: 0.58
Premium p.a.: 40.43
Spread abs.: 0.02
Spread %: 500.00%
Delta: 0.10
Theta: -0.01
Omega: 7.82
Rho: 0.00
 

Quote data

Open: 0.002
High: 0.002
Low: 0.002
Previous Close: 0.005
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -66.67%
3 Months
  -97.26%
YTD
  -99.46%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.005 0.002
1M High / 1M Low: 0.009 0.002
6M High / 6M Low: 0.380 0.002
High (YTD): 2024-01-02 0.350
Low (YTD): 2024-06-04 0.002
52W High: - -
52W Low: - -
Avg. price 1W:   0.004
Avg. volume 1W:   0.000
Avg. price 1M:   0.005
Avg. volume 1M:   0.000
Avg. price 6M:   0.107
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   384.25%
Volatility 6M:   269.96%
Volatility 1Y:   -
Volatility 3Y:   -