JP Morgan Call 0.84 EUR/GBP 31.01.../  DE000JF0PZG5  /

EUWAX
24/01/2025  21:23:22 Chg.-0.240 Bid22:00:34 Ask22:00:34 Underlying Strike price Expiration date Option type
0.340EUR -41.38% -
Bid Size: -
-
Ask Size: -
- 0.84 GBP 31/01/2025 Call
 

Master data

WKN: JF0PZG
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 0.84 GBP
Maturity: 31/01/2025
Issue date: 06/01/2025
Last trading day: 30/01/2025
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 158.73
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.38
Implied volatility: 0.07
Historic volatility: 0.05
Parity: 0.38
Time value: 0.25
Break-even: 1.00
Moneyness: 1.00
Premium: 0.00
Premium p.a.: 0.14
Spread abs.: 0.06
Spread %: 10.53%
Delta: 0.68
Theta: 0.00
Omega: 107.73
Rho: 0.00
 

Quote data

Open: 0.650
High: 0.650
Low: 0.340
Previous Close: 0.580
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -58.54%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.820 0.580
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.756
Avg. volume 1W:   0.000
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:   -