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JP Morgan Call 120 ICE 21.06.2024/  DE000JS8RPE5  /

EUWAX
2024-05-17  10:36:23 AM Chg.-0.07 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
1.62EUR -4.14% -
Bid Size: -		 -
Ask Size: -		 Intercontinental Exc... 120.00 - 2024-06-21 Call
 

Master data

WKN: JS8RPE
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Intercontinental Exchange Inc
Type: Warrant
Option type: Call
Strike price: 120.00 -
Maturity: 2024-06-21
Issue date: 2023-03-06
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.86
Leverage: Yes

Calculated values

Fair value: 0.80
Intrinsic value: 0.73
Implied volatility: 0.80
Historic volatility: 0.15
Parity: 0.73
Time value: 0.89
Break-even: 136.20
Moneyness: 1.06
Premium: 0.07
Premium p.a.: 1.06
Spread abs.: -0.13
Spread %: -7.43%
Delta: 0.65
Theta: -0.18
Omega: 5.10
Rho: 0.06
 

Quote data

Open: 1.62
High: 1.62
Low: 1.62
Previous Close: 1.69
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.28%
1 Month  
+22.73%
3 Months
  -13.83%
YTD  
+25.58%
1 Year  
+105.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.69 1.35
1M High / 1M Low: 1.69 0.86
6M High / 6M Low: 2.01 0.40
High (YTD): 2024-02-23 2.01
Low (YTD): 2024-05-03 0.86
52W High: 2024-02-23 2.01
52W Low: 2023-11-07 0.33
Avg. price 1W:   1.50
Avg. volume 1W:   0.00
Avg. price 1M:   1.30
Avg. volume 1M:   0.00
Avg. price 6M:   1.30
Avg. volume 6M:   0.00
Avg. price 1Y:   0.99
Avg. volume 1Y:   0.00
Volatility 1M:   176.67%
Volatility 6M:   143.01%
Volatility 1Y:   133.29%
Volatility 3Y:   -