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JP Morgan Call 18 NDX1 20.12.2024/  DE000JK80XT9  /

EUWAX
2024-06-03  3:15:12 PM Chg.+0.080 Bid5:30:02 PM Ask5:30:02 PM Underlying Strike price Expiration date Option type
0.950EUR +9.20% -
Bid Size: -		 -
Ask Size: -		 NORDEX SE O.N. 18.00 EUR 2024-12-20 Call
 

Master data

WKN: JK80XT
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: NORDEX SE O.N.
Type: Warrant
Option type: Call
Strike price: 18.00 EUR
Maturity: 2024-12-20
Issue date: 2024-05-07
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 7.75
Leverage: Yes

Calculated values

Fair value: 0.70
Intrinsic value: 0.00
Implied volatility: 0.69
Historic volatility: 0.40
Parity: -3.58
Time value: 1.86
Break-even: 19.86
Moneyness: 0.80
Premium: 0.38
Premium p.a.: 0.79
Spread abs.: 1.00
Spread %: 116.28%
Delta: 0.44
Theta: -0.01
Omega: 3.45
Rho: 0.02
 

Quote data

Open: 0.890
High: 0.950
Low: 0.890
Previous Close: 0.870
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.04%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.980 0.830
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.922
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:   -