JP Morgan Call 22 BBBY 21.01.2022/  DE000JC8RFD6  /

EUWAX
5/10/2021  9:21:37 AM Chg.+0.36 Bid10:00:06 PM Ask10:00:06 PM Underlying Strike price Expiration date Option type
6.01EUR +6.37% -
Bid Size: -
-
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: 3.69
Leverage: Yes

Calculated values

Fair value: 3.98
Intrinsic value: 2.79
Implied volatility: 1.08
Historic volatility: 0.83
Parity: 2.79
Time value: 2.86
Break-even: 23.73
Moneyness: 1.15
Premium: 0.14
Premium p.a.: 0.20
Spread abs.: -0.31
Spread %: -5.49%
Delta: 0.57
Theta: 0.00
Omega: 2.11
Rho: 0.04
 

Quote data

Open: 6.01
High: 6.01
Low: 6.01
Previous Close: 5.65
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.80%
1 Month
  -36.13%
3 Months
  -30.68%
YTD  
+45.17%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 6.12 5.43
1M High / 1M Low: 9.69 5.43
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:   5.83
Avg. volume 1W:   0.00
Avg. price 1M:   6.61
Avg. volume 1M:   0.00
Avg. price 6M:   7.71
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   140.95%
Volatility 6M:   254.48%
Volatility 1Y:   -
Volatility 3Y:   -