JP Morgan Call 310 APD 20.01.2023/  DE000JJ9A317  /

EUWAX
12/3/2021  9:01:27 AM Chg.+0.06 Bid6:23:42 PM Ask6:23:42 PM Underlying Strike price Expiration date Option type
2.02EUR +3.06% 2.11
Bid Size: 20,000
2.31
Ask Size: 20,000
Air Products & Chemi... 310.00 USD 1/20/2023 Call

Master data

WKN: JJ9A31
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Air Products & Chemicals Inc
Type: Warrant
Option type: Call
Strike price: 310.00 USD
Maturity: 1/20/2023
Issue date: 4/19/2021
Last trading day: 1/19/2023
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.45
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.74
Historic volatility: 0.18
Parity: -2.00
Time value: 2.69
Break-even: 301.09
Moneyness: 0.93
Premium: 0.18
Premium p.a.: 0.16
Spread abs.: 0.70
Spread %: 26.02%
Delta: 0.30
Theta: -0.01
Omega: 2.85
Rho: 0.56
 

Quote data

Open: 2.02
High: 2.02
Low: 2.02
Previous Close: 1.96
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.18%
1 Month
  -9.01%
3 Months  
+68.33%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.42 1.96
1M High / 1M Low: 3.13 1.96
6M High / 6M Low: 3.13 0.90
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.12
Avg. volume 1W:   0.00
Avg. price 1M:   2.47
Avg. volume 1M:   0.00
Avg. price 6M:   1.90
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   118.03%
Volatility 6M:   107.76%
Volatility 1Y:   -
Volatility 3Y:   -