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JP Morgan Call 68 MDLZ 17.01.2025/  DE000JB38550  /

EUWAX
2024-05-20  9:05:53 AM Chg.- Bid8:29:33 AM Ask8:29:33 AM Underlying Strike price Expiration date Option type
0.650EUR - 0.590
Bid Size: 15,000		 0.600
Ask Size: 15,000		 Mondelez Internation... 68.00 USD 2025-01-17 Call
 

Master data

WKN: JB3855
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Mondelez International Inc
Type: Warrant
Option type: Call
Strike price: 68.00 USD
Maturity: 2025-01-17
Issue date: 2023-10-04
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.71
Leverage: Yes

Calculated values

Fair value: 0.53
Intrinsic value: 0.21
Implied volatility: 0.17
Historic volatility: 0.16
Parity: 0.21
Time value: 0.34
Break-even: 68.14
Moneyness: 1.03
Premium: 0.05
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 1.69%
Delta: 0.69
Theta: -0.01
Omega: 8.08
Rho: 0.26
 

Quote data

Open: 0.650
High: 0.650
Low: 0.650
Previous Close: 0.700
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.45%
1 Month  
+32.65%
3 Months
  -32.99%
YTD
  -31.58%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.720 0.650
1M High / 1M Low: 0.760 0.570
6M High / 6M Low: 1.250 0.430
High (YTD): 2024-02-05 1.250
Low (YTD): 2024-04-16 0.430
52W High: - -
52W Low: - -
Avg. price 1W:   0.692
Avg. volume 1W:   0.000
Avg. price 1M:   0.665
Avg. volume 1M:   0.000
Avg. price 6M:   0.847
Avg. volume 6M:   16.260
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   110.31%
Volatility 6M:   93.44%
Volatility 1Y:   -
Volatility 3Y:   -