JP Morgan Call 128 AMD 24.01.2025/  DE000JF0GEE4  /

EUWAX
1/23/2025  9:38:00 AM Chg.-0.030 Bid10:14:01 AM Ask10:14:01 AM Underlying Strike price Expiration date Option type
0.016EUR -65.22% 0.014
Bid Size: 15,000
0.024
Ask Size: 15,000
Advanced Micro Devic... 128.00 USD 1/24/2025 Call
 

Master data

WKN: JF0GEE
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Advanced Micro Devices Inc
Type: Warrant
Option type: Call
Strike price: 128.00 USD
Maturity: 1/24/2025
Issue date: 1/3/2025
Last trading day: 1/23/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 264.22
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.71
Historic volatility: 0.44
Parity: -0.41
Time value: 0.05
Break-even: 123.43
Moneyness: 0.97
Premium: 0.04
Premium p.a.: 0.00
Spread abs.: 0.01
Spread %: 28.57%
Delta: 0.19
Theta: -0.60
Omega: 49.71
Rho: 0.00
 

Quote data

Open: 0.016
High: 0.016
Low: 0.016
Previous Close: 0.046
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -85.45%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.110 0.036
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.055
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:   -