JP Morgan Call 290 APD 17.12.2021/  DE000JN0FF80  /

EUWAX
12/8/2021  9:37:56 AM Chg.+0.050 Bid2:43:20 PM Ask2:43:20 PM Underlying Strike price Expiration date Option type
0.780EUR +6.85% 0.740
Bid Size: 5,000
1.040
Ask Size: 5,000
Air Products & Chemi... 290.00 USD 12/17/2021 Call

Master data

WKN: JN0FF8
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Air Products & Chemicals Inc
Type: Warrant
Option type: Call
Strike price: 290.00 USD
Maturity: 12/17/2021
Issue date: 5/14/2021
Last trading day: 12/16/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 28.53
Leverage: Yes

Calculated values

Fair value: 0.53
Intrinsic value: 0.53
Implied volatility: 0.51
Historic volatility: 0.18
Parity: 0.53
Time value: 0.39
Break-even: 266.46
Moneyness: 1.02
Premium: 0.02
Premium p.a.: 0.83
Spread abs.: 0.20
Spread %: 21.74%
Delta: 0.55
Theta: -0.25
Omega: 15.61
Rho: 0.03
 

Quote data

Open: 0.780
High: 0.780
Low: 0.780
Previous Close: 0.730
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+34.48%
1 Month
  -60.41%
3 Months  
+151.61%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.730 0.420
1M High / 1M Low: 2.310 0.420
6M High / 6M Low: 2.310 0.130
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.542
Avg. volume 1W:   0.000
Avg. price 1M:   1.205
Avg. volume 1M:   0.000
Avg. price 6M:   0.978
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   340.54%
Volatility 6M:   290.21%
Volatility 1Y:   -
Volatility 3Y:   -