JP Morgan Call 24 GPRE 19.07.2024/  DE000JK71LN6  /

EUWAX
2024-06-12  10:08:55 AM Chg.-0.001 Bid4:44:20 PM Ask4:44:20 PM Underlying Strike price Expiration date Option type
0.003EUR -25.00% 0.003
Bid Size: 20,000
0.033
Ask Size: 20,000
Green Plains Inc 24.00 USD 2024-07-19 Call
 

Master data

WKN: JK71LN
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Green Plains Inc
Type: Warrant
Option type: Call
Strike price: 24.00 USD
Maturity: 2024-07-19
Issue date: 2024-04-24
Last trading day: 2024-07-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 26.00
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.17
Historic volatility: 0.37
Parity: -0.69
Time value: 0.06
Break-even: 22.94
Moneyness: 0.69
Premium: 0.48
Premium p.a.: 47.07
Spread abs.: 0.06
Spread %: 1,500.00%
Delta: 0.21
Theta: -0.02
Omega: 5.59
Rho: 0.00
 

Quote data

Open: 0.003
High: 0.003
Low: 0.003
Previous Close: 0.004
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -40.00%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.005 0.002
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.004
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:   -