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JP Morgan Call 45 CMCSA 19.07.202.../  DE000JB6YK14  /

EUWAX
2024-05-23  10:45:00 AM Chg.-0.002 Bid12:28:34 PM Ask12:28:34 PM Underlying Strike price Expiration date Option type
0.007EUR -22.22% 0.007
Bid Size: 1,000		 0.017
Ask Size: 1,000		 Comcast Corporation 45.00 USD 2024-07-19 Call
 

Master data

WKN: JB6YK1
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Comcast Corporation
Type: Warrant
Option type: Call
Strike price: 45.00 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: 199.59
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.20
Parity: -0.56
Time value: 0.02
Break-even: 41.75
Moneyness: 0.86
Premium: 0.16
Premium p.a.: 1.62
Spread abs.: 0.01
Spread %: 125.00%
Delta: 0.10
Theta: -0.01
Omega: 20.61
Rho: 0.01
 

Quote data

Open: 0.007
High: 0.007
Low: 0.007
Previous Close: 0.009
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -46.15%
1 Month
  -87.72%
3 Months
  -95.00%
YTD
  -97.50%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.013 0.009
1M High / 1M Low: 0.061 0.009
6M High / 6M Low: 0.380 0.009
High (YTD): 2024-02-01 0.380
Low (YTD): 2024-05-22 0.009
52W High: - -
52W Low: - -
Avg. price 1W:   0.011
Avg. volume 1W:   0.000
Avg. price 1M:   0.019
Avg. volume 1M:   0.000
Avg. price 6M:   0.159
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   463.17%
Volatility 6M:   258.30%
Volatility 1Y:   -
Volatility 3Y:   -