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JP Morgan Call 120 SWKS 21.06.202.../  DE000JS58RB8  /

EUWAX
2024-06-11  10:41:51 AM Chg.+0.002 Bid12:35:16 PM Ask12:35:16 PM Underlying Strike price Expiration date Option type
0.003EUR +200.00% 0.003
Bid Size: 1,000		 0.100
Ask Size: 1,000		 Skyworks Solutions I... 120.00 - 2024-06-21 Call
 

Master data

WKN: JS58RB
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Skyworks Solutions Inc
Type: Warrant
Option type: Call
Strike price: 120.00 -
Maturity: 2024-06-21
Issue date: 2023-02-16
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 57.92
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.61
Historic volatility: 0.28
Parity: -3.31
Time value: 0.15
Break-even: 121.50
Moneyness: 0.72
Premium: 0.40
Premium p.a.: 0.00
Spread abs.: 0.15
Spread %: 4,900.00%
Delta: 0.14
Theta: -0.26
Omega: 8.21
Rho: 0.00
 

Quote data

Open: 0.003
High: 0.003
Low: 0.003
Previous Close: 0.001
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -25.00%
3 Months
  -98.97%
YTD
  -99.55%
1 Year
  -99.68%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.004 0.001
1M High / 1M Low: 0.005 0.001
6M High / 6M Low: 0.690 0.001
High (YTD): 2024-01-23 0.440
Low (YTD): 2024-06-10 0.001
52W High: 2023-07-17 1.330
52W Low: 2024-06-10 0.001
Avg. price 1W:   0.002
Avg. volume 1W:   0.000
Avg. price 1M:   0.003
Avg. volume 1M:   0.000
Avg. price 6M:   0.212
Avg. volume 6M:   0.000
Avg. price 1Y:   0.447
Avg. volume 1Y:   0.000
Volatility 1M:   887.06%
Volatility 6M:   482.39%
Volatility 1Y:   358.57%
Volatility 3Y:   -