JP Morgan Call 54 WBA 18.06.2021/  DE000JJ95850  /

EUWAX
6/11/2021  3:23:32 PM Chg.+0.094 Bid10:00:07 PM Ask10:00:07 PM Underlying Strike price Expiration date Option type
0.140EUR +204.35% -
Bid Size: -
-
Ask Size: -
Walgreens Boots Alli... 54.00 USD 6/18/2021 Call

Master data

WKN: JJ9585
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Walgreens Boots Alliance
Type: Warrant
Option type: Call
Strike price: 54.00 USD
Maturity: 6/18/2021
Issue date: 4/22/2021
Last trading day: 6/17/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 32.63
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.11
Implied volatility: 0.44
Historic volatility: 0.28
Parity: 0.11
Time value: 0.03
Break-even: 46.00
Moneyness: 1.02
Premium: 0.01
Premium p.a.: 0.53
Spread abs.: 0.01
Spread %: 7.14%
Delta: 0.61
Theta: -0.04
Omega: 20.06
Rho: 0.00
 

Quote data

Open: 0.150
High: 0.150
Low: 0.140
Previous Close: 0.046
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.69%
1 Month  
+16.67%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.140 0.046
1M High / 1M Low: 0.190 0.046
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.097
Avg. volume 1W:   0.000
Avg. price 1M:   0.115
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   873.78%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -