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JP Morgan Call 84 NDA 21.03.2025/  DE000JF0Q8D3  /

EUWAX
1/10/2025  2:17:05 PM Chg.-0.010 Bid4:15:52 PM Ask4:15:52 PM Underlying Strike price Expiration date Option type
0.130EUR -7.14% 0.095
Bid Size: 2,000		 0.250
Ask Size: 2,000		 AURUBIS AG 84.00 EUR 3/21/2025 Call
 

Master data

WKN: JF0Q8D
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AURUBIS AG
Type: Warrant
Option type: Call
Strike price: 84.00 EUR
Maturity: 3/21/2025
Issue date: 1/8/2025
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 16.70
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.62
Historic volatility: 0.37
Parity: -1.05
Time value: 0.44
Break-even: 88.40
Moneyness: 0.88
Premium: 0.20
Premium p.a.: 1.62
Spread abs.: 0.30
Spread %: 214.29%
Delta: 0.37
Theta: -0.06
Omega: 6.17
Rho: 0.04
 

Quote data

Open: 0.140
High: 0.140
Low: 0.130
Previous Close: 0.140
Turnover: -
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:   -