JP Morgan Call 82 NDA 17.04.2025/  DE000JF3V443  /

EUWAX
1/24/2025  4:14:48 PM Chg.+0.010 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.200EUR +5.26% -
Bid Size: -
-
Ask Size: -
AURUBIS AG 82.00 EUR 4/17/2025 Call
 

Master data

WKN: JF3V44
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AURUBIS AG
Type: Warrant
Option type: Call
Strike price: 82.00 EUR
Maturity: 4/17/2025
Issue date: 1/22/2025
Last trading day: 4/16/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 14.35
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.59
Historic volatility: 0.37
Parity: -0.88
Time value: 0.51
Break-even: 87.10
Moneyness: 0.89
Premium: 0.19
Premium p.a.: 1.15
Spread abs.: 0.30
Spread %: 142.86%
Delta: 0.40
Theta: -0.05
Omega: 5.80
Rho: 0.06
 

Quote data

Open: 0.240
High: 0.240
Low: 0.200
Previous Close: 0.190
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:   -