JP Morgan Call 159 USD/JPY 10.01..../  DE000JF1L760  /

EUWAX
1/8/2025  9:21:30 PM Chg.+0.055 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.140EUR +64.71% -
Bid Size: -
-
Ask Size: -
- 159.00 JPY 1/10/2025 Call
 

Master data

WKN: JF1L76
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 159.00 JPY
Maturity: 1/10/2025
Issue date: 1/2/2025
Last trading day: 1/9/2025
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 14,389,215.16
Leverage: Yes

Calculated values

Fair value: 1,174,798.35
Intrinsic value: 0.00
Implied volatility: 0.02
Historic volatility: 16.36
Parity: -15,315.45
Time value: 0.18
Break-even: 26,053.74
Moneyness: 0.99
Premium: 0.01
Premium p.a.: 1.93
Spread abs.: 0.08
Spread %: 81.82%
Delta: 0.00
Theta: -0.01
Omega: 2,518.50
Rho: 0.00
 

Quote data

Open: 0.100
High: 0.170
Low: 0.100
Previous Close: 0.085
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:   -