JP Morgan Call 132 HEI 20.12.2024/  DE000JK6MBS8  /

EUWAX
2024-04-30  11:43:50 AM Chg.-0.004 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.079EUR -4.82% -
Bid Size: -
-
Ask Size: -
HEIDELBERG MATERIALS... 132.00 EUR 2024-12-20 Call
 

Master data

WKN: JK6MBS
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Call
Strike price: 132.00 EUR
Maturity: 2024-12-20
Issue date: 2024-04-02
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 72.80
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.22
Parity: -3.74
Time value: 0.13
Break-even: 133.30
Moneyness: 0.72
Premium: 0.41
Premium p.a.: 0.71
Spread abs.: 0.06
Spread %: 88.41%
Delta: 0.13
Theta: -0.01
Omega: 9.16
Rho: 0.07
 

Quote data

Open: 0.079
High: 0.079
Low: 0.079
Previous Close: 0.083
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.86%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.083 0.070
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.075
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -