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JP Morgan Call 105 SWKS 21.06.202.../  DE000JL29AA2  /

EUWAX
2024-06-07  8:21:43 AM Chg.-0.003 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.007EUR -30.00% -
Bid Size: -		 -
Ask Size: -		 Skyworks Solutions I... 105.00 - 2024-06-21 Call
 

Master data

WKN: JL29AA
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Skyworks Solutions Inc
Type: Warrant
Option type: Call
Strike price: 105.00 -
Maturity: 2024-06-21
Issue date: 2023-04-25
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 87.57
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.97
Historic volatility: 0.28
Parity: -2.09
Time value: 0.10
Break-even: 105.96
Moneyness: 0.80
Premium: 0.26
Premium p.a.: 0.00
Spread abs.: 0.09
Spread %: 1,500.00%
Delta: 0.13
Theta: -0.13
Omega: 11.68
Rho: 0.00
 

Quote data

Open: 0.007
High: 0.007
Low: 0.007
Previous Close: 0.010
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.00%
1 Month
  -78.79%
3 Months
  -99.20%
YTD
  -99.50%
1 Year
  -99.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.015 0.007
1M High / 1M Low: 0.034 0.007
6M High / 6M Low: 1.430 0.007
High (YTD): 2024-01-02 1.180
Low (YTD): 2024-06-07 0.007
52W High: 2023-07-31 2.000
52W Low: 2024-06-07 0.007
Avg. price 1W:   0.010
Avg. volume 1W:   0.000
Avg. price 1M:   0.019
Avg. volume 1M:   0.000
Avg. price 6M:   0.604
Avg. volume 6M:   0.000
Avg. price 1Y:   0.895
Avg. volume 1Y:   0.000
Volatility 1M:   601.56%
Volatility 6M:   353.16%
Volatility 1Y:   263.96%
Volatility 3Y:   -