JP Morgan Call 20 GPRE 21.06.2024/  DE000JK0G6D9  /

EUWAX
2024-05-31  12:01:08 PM Chg.-0.003 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.018EUR -14.29% -
Bid Size: -
-
Ask Size: -
Green Plains Inc 20.00 USD 2024-06-21 Call
 

Master data

WKN: JK0G6D
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Green Plains Inc
Type: Warrant
Option type: Call
Strike price: 20.00 USD
Maturity: 2024-06-21
Issue date: 2024-01-24
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 23.05
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.06
Historic volatility: 0.38
Parity: -0.28
Time value: 0.07
Break-even: 19.14
Moneyness: 0.85
Premium: 0.22
Premium p.a.: 31.26
Spread abs.: 0.05
Spread %: 277.78%
Delta: 0.30
Theta: -0.03
Omega: 7.03
Rho: 0.00
 

Quote data

Open: 0.018
High: 0.018
Low: 0.018
Previous Close: 0.021
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -75.34%
1 Month
  -94.19%
3 Months
  -94.86%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.052 0.018
1M High / 1M Low: 0.250 0.018
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.037
Avg. volume 1W:   0.000
Avg. price 1M:   0.112
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   322.16%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -