JP Morgan Call 280 APD 20.01.2023/  DE000JN54CJ3  /

EUWAX
10/20/2021  8:37:57 AM Chg.+0.08 Bid1:58:56 PM Ask1:58:56 PM Underlying Strike price Expiration date Option type
3.30EUR +2.48% 3.29
Bid Size: 5,000
4.29
Ask Size: 5,000
Air Products & Chemi... 280.00 USD 1/20/2023 Call

Master data

WKN: JN54CJ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Air Products & Chemicals Inc
Type: Warrant
Option type: Call
Strike price: 280.00 USD
Maturity: 1/20/2023
Issue date: 8/11/2021
Last trading day: 1/19/2023
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.17
Leverage: Yes

Calculated values

Fair value: 1.25
Intrinsic value: 1.25
Implied volatility: 0.75
Historic volatility: 0.21
Parity: 1.25
Time value: 2.28
Break-even: 276.03
Moneyness: 1.05
Premium: 0.09
Premium p.a.: 0.07
Spread abs.: 0.20
Spread %: 5.67%
Delta: 0.36
Theta: 0.00
Omega: 2.60
Rho: 0.71
 

Quote data

Open: 3.30
High: 3.30
Low: 3.30
Previous Close: 3.22
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+41.03%
1 Month  
+89.66%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.22 2.34
1M High / 1M Low: 3.22 1.65
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.89
Avg. volume 1W:   0.00
Avg. price 1M:   2.08
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   101.87%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -