JP Morgan Call 54 WBA 15.11.2019/  DE000JM20A43  /

EUWAX
11/13/2019  11:32:10 AM Chg.+0.030 Bid9:55:58 PM Ask- Underlying Strike price Expiration date Option type
0.760EUR +4.11% 0.750
Bid Size: 8,250
-
Ask Size: -
Walgreens Boots Alli... 54.00 USD 11/15/2019 Call

Master data

WKN: JM20A4
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Walgreens Boots Alliance, Inc.
Type: Warrant
Option type: Call
Strike price: 54.00 USD
Maturity: 11/15/2019
Issue date: 10/16/2019
Last trading day: 11/14/2019
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.80
Leverage: Yes

Calculated values

Fair value: 0.79
Intrinsic value: 0.79
Implied volatility: -
Historic volatility: 0.26
Parity: 0.79
Time value: -0.06
Break-even: 56.34
Moneyness: 1.16
Premium: -0.01
Premium p.a.: -0.86
Spread abs.: -0.06
Spread %: -8.22%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.760
High: 0.760
Low: 0.760
Previous Close: 0.730
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+65.22%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.730 0.450
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.520
Avg. volume 1W:   0.000
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:   -