JP Morgan Call MKTX/ DE000JB27JX0 /
| 2024-05-16 1:54:28 PM | Chg.- | Bid10:00:41 PM | Ask10:00:41 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.160EUR | - | - Bid Size: - |
- Ask Size: - |
MarketAxess Holdings... | - USD | 2024-05-17 | Call |
Master data
| WKN: | JB27JX |
|---|---|
| Issuer: | J.P. Morgan Securities Ltd. |
| Currency: | EUR |
| Underlying: | MarketAxess Holdings Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | - USD |
| Maturity: | 2024-05-17 |
| Issue date: | 2023-09-29 |
| Last trading day: | 2024-05-16 |
| Ratio: | 100:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 9.96 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.16 |
|---|---|
| Intrinsic value: | 0.16 |
| Implied volatility: | 2.61 |
| Historic volatility: | 0.32 |
| Parity: | 0.16 |
| Time value: | 0.04 |
| Break-even: | 203.68 |
| Moneyness: | 1.08 |
| Premium: | 0.02 |
| Premium p.a.: | 0.00 |
| Spread abs.: | 0.04 |
| Spread %: | 25.00% |
| Delta: | 0.75 |
| Theta: | -4.38 |
| Omega: | 7.43 |
| Rho: | 0.00 |
Quote data
| Open: | 0.160 |
|---|---|
| High: | 0.160 |
| Low: | 0.160 |
| Previous Close: | 0.072 |
| Turnover: | 0.000 |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +125.35% | ||
|---|---|---|---|
| 1 Month | +23.08% | ||
| 3 Months | -44.83% | ||
| YTD | -82.61% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.160 | 0.069 |
|---|---|---|
| 1M High / 1M Low: | 0.160 | 0.055 |
| 6M High / 6M Low: | 0.920 | 0.055 |
| High (YTD): | 2024-01-02 | 0.890 |
| Low (YTD): | 2024-05-09 | 0.055 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.089 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.105 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.402 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 495.87% | |
| Volatility 6M: | 245.76% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
