JP Morgan Call 22 BBBY 21.01.2022/  DE000JC8RFD6  /

EUWAX
4/13/2021  9:24:31 AM Chg.-0.22 Bid9:59:58 PM Ask- Underlying Strike price Expiration date Option type
9.47EUR -2.27% 8.43
Bid Size: 10,000
-
Ask Size: -
Bed Bath & Beyond 22.00 USD 1/21/2022 Call

Master data

WKN: JC8RFD
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Bed Bath & Beyond
Type: Warrant
Option type: Call
Strike price: 22.00 USD
Maturity: 1/21/2022
Issue date: 10/14/2020
Last trading day: 1/20/2022
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 2.60
Leverage: Yes

Calculated values

Fair value: 6.77
Intrinsic value: 6.74
Implied volatility: 1.26
Historic volatility: 0.91
Parity: 6.74
Time value: 2.95
Break-even: 28.16
Moneyness: 1.37
Premium: 0.12
Premium p.a.: 0.15
Spread abs.: 0.26
Spread %: 2.68%
Delta: 0.67
Theta: -0.01
Omega: 1.75
Rho: 0.06
 

Quote data

Open: 9.47
High: 9.47
Low: 9.47
Previous Close: 9.69
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.74%
1 Month  
+0.53%
3 Months  
+45.25%
YTD  
+128.74%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 9.69 8.67
1M High / 1M Low: 12.27 8.64
6M High / 6M Low: 28.39 3.72
High (YTD): 1/28/2021 28.39
Low (YTD): 1/4/2021 3.72
52W High: - -
52W Low: - -
Avg. price 1W:   9.21
Avg. volume 1W:   0.00
Avg. price 1M:   10.02
Avg. volume 1M:   0.00
Avg. price 6M:   7.80
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   98.73%
Volatility 6M:   254.51%
Volatility 1Y:   -
Volatility 3Y:   -