JP Morgan Call 360 ACN 21.03.2025/  DE000JF2BT66  /

EUWAX
1/24/2025  9:45:39 AM Chg.+0.26 Bid9:11:27 PM Ask9:11:27 PM Underlying Strike price Expiration date Option type
1.68EUR +18.31% 1.63
Bid Size: 50,000
1.65
Ask Size: 50,000
Accenture Plc 360.00 USD 3/21/2025 Call
 

Master data

WKN: JF2BT6
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Accenture Plc
Type: Warrant
Option type: Call
Strike price: 360.00 USD
Maturity: 3/21/2025
Issue date: 1/21/2025
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 21.24
Leverage: Yes

Calculated values

Fair value: 1.50
Intrinsic value: 0.31
Implied volatility: 0.26
Historic volatility: 0.23
Parity: 0.31
Time value: 1.33
Break-even: 362.05
Moneyness: 1.01
Premium: 0.04
Premium p.a.: 0.28
Spread abs.: 0.03
Spread %: 1.79%
Delta: 0.57
Theta: -0.14
Omega: 12.15
Rho: 0.28
 

Quote data

Open: 1.68
High: 1.68
Low: 1.68
Previous Close: 1.42
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     -
1 Month     -
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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:   -
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Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -