JP Morgan Call 340 AP3 20.01.2023/  DE000JJ9A341  /

EUWAX
8/31/2021  8:57:27 AM Chg.- Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.670EUR - -
Bid Size: -
-
Ask Size: -
AIR PROD. CHEM. ... 340.00 - 1/20/2023 Call

Master data

WKN: JJ9A34
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AIR PROD. CHEM. DL 1
Type: Warrant
Option type: Call
Strike price: 340.00 -
Maturity: 1/20/2023
Issue date: 4/19/2021
Last trading day: 8/31/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.30
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.85
Historic volatility: 0.21
Parity: -8.99
Time value: 2.69
Break-even: 366.90
Moneyness: 0.74
Premium: 0.47
Premium p.a.: 0.36
Spread abs.: 2.00
Spread %: 74.35%
Delta: 0.28
Theta: -0.02
Omega: 2.59
Rho: 0.53
 

Quote data

Open: 0.670
High: 0.670
Low: 0.670
Previous Close: 0.630
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -48.46%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: - -
6M High / 6M Low: 2.110 0.630
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   1.450
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   106.48%
Volatility 1Y:   -
Volatility 3Y:   -