JP Morgan Call 0.83 EUR/GBP 24.01.../  DE000JF00SG4  /

EUWAX
1/22/2025  9:16:43 PM Chg.+0.05 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
1.84EUR +2.79% -
Bid Size: -
-
Ask Size: -
- 0.83 GBP 1/24/2025 Call
 

Master data

WKN: JF00SG
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 0.83 GBP
Maturity: 1/24/2025
Issue date: 1/3/2025
Last trading day: 1/23/2025
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 53.19
Leverage: Yes

Calculated values

Fair value: 1.69
Intrinsic value: 1.68
Implied volatility: 0.25
Historic volatility: 0.05
Parity: 1.68
Time value: 0.20
Break-even: 1.00
Moneyness: 1.02
Premium: 0.00
Premium p.a.: 0.44
Spread abs.: 0.15
Spread %: 8.67%
Delta: 0.82
Theta: 0.00
Omega: 43.62
Rho: 0.00
 

Quote data

Open: 1.81
High: 1.84
Low: 1.79
Previous Close: 1.79
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+24.32%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.84 1.48
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.73
Avg. volume 1W:   0.00
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:   -