JP Morgan Call INP/  DE000JK7SGA0  /

EUWAX
2024-04-23  2:24:03 PM Chg.- Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.060EUR - -
Bid Size: -
-
Ask Size: -
INTL PAPER ... - - 2024-05-17 Call
 

Master data

WKN: JK7SGA
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: INTL PAPER DL 1
Type: Warrant
Option type: Call
Strike price: - -
Maturity: 2024-05-17
Issue date: 2024-04-19
Last trading day: 2024-04-24
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 56.11
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.05
Implied volatility: 0.48
Historic volatility: 0.25
Parity: 0.05
Time value: 0.02
Break-even: 36.65
Moneyness: 1.01
Premium: 0.00
Premium p.a.: 5.02
Spread abs.: 0.01
Spread %: 18.18%
Delta: 0.70
Theta: -0.16
Omega: 39.39
Rho: 0.00
 

Quote data

Open: 0.062
High: 0.062
Low: 0.060
Previous Close: 0.110
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

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