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JP Morgan Call 110 SY1 20.09.2024/  DE000JB7D784  /

EUWAX
2024-06-05  9:13:16 AM Chg.+0.040 Bid10:50:38 AM Ask10:50:38 AM Underlying Strike price Expiration date Option type
0.690EUR +6.15% 0.700
Bid Size: 75,000		 0.720
Ask Size: 75,000		 SYMRISE AG INH. O.N. 110.00 EUR 2024-09-20 Call
 

Master data

WKN: JB7D78
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: SYMRISE AG INH. O.N.
Type: Warrant
Option type: Call
Strike price: 110.00 EUR
Maturity: 2024-09-20
Issue date: 2023-12-05
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 15.81
Leverage: Yes

Calculated values

Fair value: 0.60
Intrinsic value: 0.07
Implied volatility: 0.25
Historic volatility: 0.21
Parity: 0.07
Time value: 0.63
Break-even: 117.00
Moneyness: 1.01
Premium: 0.06
Premium p.a.: 0.21
Spread abs.: 0.04
Spread %: 6.06%
Delta: 0.58
Theta: -0.03
Omega: 9.12
Rho: 0.17
 

Quote data

Open: 0.690
High: 0.690
Low: 0.690
Previous Close: 0.650
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+43.75%
1 Month  
+176.00%
3 Months  
+146.43%
YTD  
+35.29%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.650 0.480
1M High / 1M Low: 0.650 0.220
6M High / 6M Low: 0.910 0.220
High (YTD): 2024-03-25 0.910
Low (YTD): 2024-05-16 0.220
52W High: - -
52W Low: - -
Avg. price 1W:   0.572
Avg. volume 1W:   0.000
Avg. price 1M:   0.375
Avg. volume 1M:   0.000
Avg. price 6M:   0.483
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   225.00%
Volatility 6M:   198.73%
Volatility 1Y:   -
Volatility 3Y:   -