JP Morgan Call 410 HD 07.02.2025/  DE000JF2YWK2  /

EUWAX
1/23/2025  11:51:45 AM Chg.-0.46 Bid3:17:41 PM Ask3:17:41 PM Underlying Strike price Expiration date Option type
0.85EUR -35.11% 0.80
Bid Size: 1,000
0.88
Ask Size: 1,000
Home Depot Inc 410.00 USD 2/7/2025 Call
 

Master data

WKN: JF2YWK
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Home Depot Inc
Type: Warrant
Option type: Call
Strike price: 410.00 USD
Maturity: 2/7/2025
Issue date: 1/17/2025
Last trading day: 2/6/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 44.58
Leverage: Yes

Calculated values

Fair value: 0.64
Intrinsic value: 0.01
Implied volatility: 0.27
Historic volatility: 0.19
Parity: 0.01
Time value: 0.87
Break-even: 402.77
Moneyness: 1.00
Premium: 0.02
Premium p.a.: 0.71
Spread abs.: 0.10
Spread %: 12.20%
Delta: 0.52
Theta: -0.30
Omega: 23.22
Rho: 0.08
 

Quote data

Open: 0.85
High: 0.85
Low: 0.85
Previous Close: 1.31
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

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