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JP Morgan Call 105 SY1 20.09.2024/  DE000JB7D776  /

EUWAX
2024-06-05  9:13:16 AM Chg.+0.050 Bid10:08:00 AM Ask10:08:00 AM Underlying Strike price Expiration date Option type
1.020EUR +5.15% 1.050
Bid Size: 75,000		 1.070
Ask Size: 75,000		 SYMRISE AG INH. O.N. 105.00 EUR 2024-09-20 Call
 

Master data

WKN: JB7D77
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: SYMRISE AG INH. O.N.
Type: Warrant
Option type: Call
Strike price: 105.00 EUR
Maturity: 2024-09-20
Issue date: 2023-12-05
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.75
Leverage: Yes

Calculated values

Fair value: 0.91
Intrinsic value: 0.57
Implied volatility: 0.27
Historic volatility: 0.21
Parity: 0.57
Time value: 0.46
Break-even: 115.30
Moneyness: 1.05
Premium: 0.04
Premium p.a.: 0.15
Spread abs.: 0.04
Spread %: 4.04%
Delta: 0.69
Theta: -0.03
Omega: 7.45
Rho: 0.19
 

Quote data

Open: 1.020
High: 1.020
Low: 1.020
Previous Close: 0.970
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+34.21%
1 Month  
+142.86%
3 Months  
+142.86%
YTD  
+43.66%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.970 0.760
1M High / 1M Low: 0.970 0.390
6M High / 6M Low: 1.230 0.390
High (YTD): 2024-03-25 1.230
Low (YTD): 2024-05-16 0.390
52W High: - -
52W Low: - -
Avg. price 1W:   0.872
Avg. volume 1W:   0.000
Avg. price 1M:   0.605
Avg. volume 1M:   0.000
Avg. price 6M:   0.687
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   185.05%
Volatility 6M:   178.18%
Volatility 1Y:   -
Volatility 3Y:   -