JP Morgan Call 58 MDLZ 07.02.2025/  DE000JF2NWB4  /

EUWAX
1/24/2025  11:52:02 AM Chg.+0.010 Bid9:03:05 PM Ask9:03:05 PM Underlying Strike price Expiration date Option type
0.140EUR +7.69% 0.170
Bid Size: 200,000
0.180
Ask Size: 200,000
Mondelez Internation... 58.00 USD 2/7/2025 Call
 

Master data

WKN: JF2NWB
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Mondelez International Inc
Type: Warrant
Option type: Call
Strike price: 58.00 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: 35.60
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.17
Parity: -0.10
Time value: 0.15
Break-even: 57.22
Moneyness: 0.98
Premium: 0.05
Premium p.a.: 2.26
Spread abs.: 0.01
Spread %: 6.67%
Delta: 0.44
Theta: -0.07
Omega: 15.74
Rho: 0.01
 

Quote data

Open: 0.140
High: 0.140
Low: 0.140
Previous Close: 0.130
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -41.67%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.240 0.130
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.196
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:   -