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JP Morgan Call 115 ICE 17.01.2025/  DE000JS66LY6  /

EUWAX
2024-05-31  11:38:44 AM Chg.+0.19 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
2.16EUR +9.64% -
Bid Size: -		 -
Ask Size: -		 Intercontinental Exc... 115.00 - 2025-01-17 Call
 

Master data

WKN: JS66LY
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Intercontinental Exchange Inc
Type: Warrant
Option type: Call
Strike price: 115.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.37
Leverage: Yes

Calculated values

Fair value: 1.28
Intrinsic value: 0.84
Implied volatility: 0.45
Historic volatility: 0.15
Parity: 0.84
Time value: 1.46
Break-even: 138.00
Moneyness: 1.07
Premium: 0.12
Premium p.a.: 0.19
Spread abs.: 0.09
Spread %: 4.07%
Delta: 0.67
Theta: -0.04
Omega: 3.60
Rho: 0.38
 

Quote data

Open: 2.16
High: 2.16
Low: 2.16
Previous Close: 1.97
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.24%
1 Month  
+11.34%
3 Months
  -22.86%
YTD
  -1.82%
1 Year  
+60.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.43 1.97
1M High / 1M Low: 2.61 1.84
6M High / 6M Low: 2.93 1.20
High (YTD): 2024-02-28 2.93
Low (YTD): 2024-05-03 1.84
52W High: 2024-02-28 2.93
52W Low: 2023-11-02 1.09
Avg. price 1W:   2.21
Avg. volume 1W:   0.00
Avg. price 1M:   2.30
Avg. volume 1M:   0.00
Avg. price 6M:   2.29
Avg. volume 6M:   0.00
Avg. price 1Y:   1.86
Avg. volume 1Y:   0.00
Volatility 1M:   100.80%
Volatility 6M:   85.69%
Volatility 1Y:   76.47%
Volatility 3Y:   -