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JP Morgan Call 78 NDA 21.03.2025/  DE000JF0Q8B7  /

EUWAX
1/10/2025  5:18:32 PM Chg.-0.090 Bid1/10/2025 Ask1/10/2025 Underlying Strike price Expiration date Option type
0.220EUR -29.03% 0.220
Bid Size: 2,000		 0.320
Ask Size: 2,000		 AURUBIS AG 78.00 EUR 3/21/2025 Call
 

Master data

WKN: JF0Q8B
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AURUBIS AG
Type: Warrant
Option type: Call
Strike price: 78.00 EUR
Maturity: 3/21/2025
Issue date: 1/8/2025
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 14.41
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.37
Parity: -0.45
Time value: 0.51
Break-even: 83.10
Moneyness: 0.94
Premium: 0.13
Premium p.a.: 0.90
Spread abs.: 0.20
Spread %: 64.52%
Delta: 0.45
Theta: -0.05
Omega: 6.53
Rho: 0.05
 

Quote data

Open: 0.300
High: 0.310
Low: 0.220
Previous Close: 0.310
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     -
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
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:   -