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JP Morgan Call 82 NDA 21.03.2025/  DE000JF0Q8C5  /

EUWAX
1/10/2025  2:17:05 PM Chg.-0.010 Bid4:54:10 PM Ask4:54:10 PM Underlying Strike price Expiration date Option type
0.180EUR -5.26% 0.140
Bid Size: 2,000		 0.290
Ask Size: 2,000		 AURUBIS AG 82.00 EUR 3/21/2025 Call
 

Master data

WKN: JF0Q8C
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AURUBIS AG
Type: Warrant
Option type: Call
Strike price: 82.00 EUR
Maturity: 3/21/2025
Issue date: 1/8/2025
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 18.85
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.37
Parity: -0.85
Time value: 0.39
Break-even: 85.90
Moneyness: 0.90
Premium: 0.17
Premium p.a.: 1.25
Spread abs.: 0.20
Spread %: 105.26%
Delta: 0.37
Theta: -0.05
Omega: 7.01
Rho: 0.04
 

Quote data

Open: 0.180
High: 0.180
Low: 0.180
Previous Close: 0.190
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:   -