OverviewChartNewsTraderScreen

JP Morgan Call 210 TXN 18.10.2024/  DE000JB4GFM0  /

EUWAX
2024-06-07  10:49:53 AM Chg.-0.010 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.680EUR -1.45% -
Bid Size: -		 -
Ask Size: -		 Texas Instruments In... 210.00 USD 2024-10-18 Call
 

Master data

WKN: JB4GFM
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Texas Instruments Incorporated
Type: Warrant
Option type: Call
Strike price: 210.00 USD
Maturity: 2024-10-18
Issue date: 2023-10-19
Last trading day: 2024-10-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 23.40
Leverage: Yes

Calculated values

Fair value: 0.53
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.21
Parity: -1.26
Time value: 0.77
Break-even: 200.51
Moneyness: 0.93
Premium: 0.11
Premium p.a.: 0.34
Spread abs.: 0.10
Spread %: 14.93%
Delta: 0.40
Theta: -0.05
Omega: 9.39
Rho: 0.24
 

Quote data

Open: 0.680
High: 0.680
Low: 0.680
Previous Close: 0.690
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.86%
1 Month  
+112.50%
3 Months  
+112.50%
YTD  
+36.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.710 0.600
1M High / 1M Low: 1.040 0.320
6M High / 6M Low: 1.040 0.130
High (YTD): 2024-05-23 1.040
Low (YTD): 2024-04-22 0.130
52W High: - -
52W Low: - -
Avg. price 1W:   0.666
Avg. volume 1W:   0.000
Avg. price 1M:   0.637
Avg. volume 1M:   0.000
Avg. price 6M:   0.356
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   198.29%
Volatility 6M:   292.74%
Volatility 1Y:   -
Volatility 3Y:   -