JP Morgan Call 290 APD 21.01.2022/  DE000JJ1EAC5  /

EUWAX
1/20/2022  8:40:29 AM Chg.+0.006 Bid10:00:26 PM Ask10:00:26 PM Underlying Strike price Expiration date Option type
0.090EUR +7.14% -
Bid Size: -
-
Ask Size: -
Air Products & Chemi... 290.00 USD 1/21/2022 Call

Master data

WKN: JJ1EAC
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Air Products & Chemicals Inc
Type: Warrant
Option type: Call
Strike price: 290.00 USD
Maturity: 1/21/2022
Issue date: 11/19/2020
Last trading day: 1/20/2022
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 66.25
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.07
Historic volatility: 0.17
Parity: -0.39
Time value: 0.38
Break-even: 259.46
Moneyness: 0.98
Premium: 0.03
Premium p.a.: 0.00
Spread abs.: 0.30
Spread %: 80.00%
Delta: 0.39
Theta: -2.57
Omega: 26.00
Rho: 0.00
 

Quote data

Open: 0.090
High: 0.090
Low: 0.090
Previous Close: 0.084
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -75.68%
1 Month
  -90.63%
3 Months
  -92.17%
YTD
  -93.43%
1 Year
  -96.36%
3 Years     -
5 Years     -
1W High / 1W Low: 0.370 0.084
1M High / 1M Low: 1.500 0.084
6M High / 6M Low: 2.450 0.084
High (YTD): 1/3/2022 1.500
Low (YTD): 1/19/2022 0.084
52W High: 1/21/2021 2.470
52W Low: 1/19/2022 0.084
Avg. price 1W:   0.237
Avg. volume 1W:   0.000
Avg. price 1M:   0.839
Avg. volume 1M:   0.000
Avg. price 6M:   0.939
Avg. volume 6M:   0.000
Avg. price 1Y:   1.348
Avg. volume 1Y:   0.000
Volatility 1M:   413.61%
Volatility 6M:   291.01%
Volatility 1Y:   225.82%
Volatility 3Y:   -