JP Morgan Call 54 WBA/  DE000JM20A43  /

EUWAX
11/14/2019  8:24:35 AM Chg.- Bid9:59:53 PM Ask- Underlying Strike price Expiration date Option type
0.750EUR - 0.710
Bid Size: 8,250
-
Ask Size: -
Walgreens Boots Alli... - 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: - 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: 7.44
Leverage: Yes

Calculated values

Fair value: 0.75
Intrinsic value: 0.75
Implied volatility: 1.86
Historic volatility: 0.26
Parity: 0.75
Time value: 0.01
Break-even: 56.65
Moneyness: 1.15
Premium: 0.00
Premium p.a.: 0.99
Spread abs.: 0.01
Spread %: 1.32%
Delta: 0.93
Theta: -0.30
Omega: 6.94
Rho: 0.00
 

Quote data

Open: 0.750
High: 0.750
Low: 0.750
Previous Close: 0.760
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+63.04%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.760 0.450
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.630
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:   -