JP Morgan Call 1060 AXON 15.01.20.../  DE000JF0D7F5  /

EUWAX
1/24/2025  11:39:31 AM Chg.+0.06 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
10.36EUR +0.58% -
Bid Size: -
-
Ask Size: -
Axon Enterprise 1,060.00 USD 1/15/2027 Call
 

Master data

WKN: JF0D7F
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Axon Enterprise
Type: Warrant
Option type: Call
Strike price: 1,060.00 USD
Maturity: 1/15/2027
Issue date: 12/19/2024
Last trading day: 1/14/2027
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.73
Leverage: Yes

Calculated values

Fair value: 5.05
Intrinsic value: 0.00
Implied volatility: 0.66
Historic volatility: 0.43
Parity: -42.88
Time value: 12.45
Break-even: 1,142.21
Moneyness: 0.58
Premium: 0.94
Premium p.a.: 0.40
Spread abs.: 2.40
Spread %: 23.88%
Delta: 0.47
Theta: -0.16
Omega: 2.24
Rho: 3.04
 

Quote data

Open: 10.36
High: 10.36
Low: 10.36
Previous Close: 10.30
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.07%
1 Month
  -9.99%
3 Months     -
YTD
  -0.10%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 10.36 9.71
1M High / 1M Low: 10.83 8.76
6M High / 6M Low: - -
High (YTD): 1/24/2025 10.36
Low (YTD): 1/8/2025 8.76
52W High: - -
52W Low: - -
Avg. price 1W:   10.11
Avg. volume 1W:   0.00
Avg. price 1M:   9.78
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   70.25%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -