JP Morgan Call 22 GPRE 19.07.2024/  DE000JK71LM8  /

EUWAX
31/05/2024  16:15:03 Chg.+0.002 Bid22:00:39 Ask22:00:39 Underlying Strike price Expiration date Option type
0.017EUR +13.33% -
Bid Size: -
-
Ask Size: -
Green Plains Inc 22.00 USD 19/07/2024 Call
 

Master data

WKN: JK71LM
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Green Plains Inc
Type: Warrant
Option type: Call
Strike price: 22.00 USD
Maturity: 19/07/2024
Issue date: 24/04/2024
Last trading day: 18/07/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 22.64
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.88
Historic volatility: 0.38
Parity: -0.46
Time value: 0.07
Break-even: 21.00
Moneyness: 0.77
Premium: 0.34
Premium p.a.: 7.84
Spread abs.: 0.06
Spread %: 400.00%
Delta: 0.26
Theta: -0.02
Omega: 5.98
Rho: 0.00
 

Quote data

Open: 0.015
High: 0.017
Low: 0.015
Previous Close: 0.015
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -54.05%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.026 0.015
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.021
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -