JP Morgan Call 0.83 EUR/GBP 10.01.../  DE000JF0YSL2  /

EUWAX
1/7/2025  9:21:47 PM Chg.- Bid8:18:39 AM Ask8:18:39 AM Underlying Strike price Expiration date Option type
0.160EUR - 0.130
Bid Size: 5,000
0.220
Ask Size: 5,000
- 0.83 GBP 1/10/2025 Call
 

Master data

WKN: JF0YSL
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 0.83 GBP
Maturity: 1/10/2025
Issue date: 1/2/2025
Last trading day: 1/9/2025
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 344.83
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.08
Historic volatility: 0.05
Parity: -0.02
Time value: 0.29
Break-even: 1.00
Moneyness: 1.00
Premium: 0.00
Premium p.a.: 0.45
Spread abs.: 0.06
Spread %: 26.09%
Delta: 0.50
Theta: 0.00
Omega: 174.09
Rho: 0.00
 

Quote data

Open: 0.200
High: 0.240
Low: 0.150
Previous Close: 0.240
Turnover: 0.000
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:   -