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JP Morgan Call 110 ICE 17.01.2025/  DE000JS66LX8  /

EUWAX
2024-05-31  11:38:44 AM Chg.+0.20 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
2.55EUR +8.51% -
Bid Size: -		 -
Ask Size: -		 Intercontinental Exc... 110.00 - 2025-01-17 Call
 

Master data

WKN: JS66LX
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Intercontinental Exchange Inc
Type: Warrant
Option type: Call
Strike price: 110.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.59
Leverage: Yes

Calculated values

Fair value: 1.68
Intrinsic value: 1.34
Implied volatility: 0.49
Historic volatility: 0.15
Parity: 1.34
Time value: 1.35
Break-even: 136.90
Moneyness: 1.12
Premium: 0.11
Premium p.a.: 0.18
Spread abs.: 0.10
Spread %: 3.86%
Delta: 0.71
Theta: -0.04
Omega: 3.25
Rho: 0.38
 

Quote data

Open: 2.55
High: 2.55
Low: 2.55
Previous Close: 2.35
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.94%
1 Month  
+10.87%
3 Months
  -19.56%
YTD  
+1.19%
1 Year  
+61.39%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.82 2.35
1M High / 1M Low: 3.00 2.20
6M High / 6M Low: 3.31 1.46
High (YTD): 2024-02-23 3.31
Low (YTD): 2024-05-03 2.20
52W High: 2024-02-23 3.31
52W Low: 2023-11-02 1.31
Avg. price 1W:   2.59
Avg. volume 1W:   0.00
Avg. price 1M:   2.68
Avg. volume 1M:   0.00
Avg. price 6M:   2.64
Avg. volume 6M:   0.00
Avg. price 1Y:   2.16
Avg. volume 1Y:   0.00
Volatility 1M:   88.43%
Volatility 6M:   77.06%
Volatility 1Y:   70.08%
Volatility 3Y:   -