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JP Morgan Call 125 ICE 21.06.2024/  DE000JS8T8R5  /

EUWAX
2024-05-17  10:36:25 AM Chg.-0.07 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
1.17EUR -5.65% -
Bid Size: -		 -
Ask Size: -		 Intercontinental Exc... 125.00 - 2024-06-21 Call
 

Master data

WKN: JS8T8R
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Intercontinental Exchange Inc
Type: Warrant
Option type: Call
Strike price: 125.00 -
Maturity: 2024-06-21
Issue date: 2023-03-06
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.35
Leverage: Yes

Calculated values

Fair value: 0.39
Intrinsic value: 0.23
Implied volatility: 0.71
Historic volatility: 0.15
Parity: 0.23
Time value: 1.00
Break-even: 137.30
Moneyness: 1.02
Premium: 0.08
Premium p.a.: 1.24
Spread abs.: -0.07
Spread %: -5.38%
Delta: 0.58
Theta: -0.16
Omega: 6.04
Rho: 0.06
 

Quote data

Open: 1.17
High: 1.17
Low: 1.17
Previous Close: 1.24
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.35%
1 Month  
+32.95%
3 Months
  -19.31%
YTD  
+19.39%
1 Year  
+85.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.24 0.92
1M High / 1M Low: 1.24 0.51
6M High / 6M Low: 1.61 0.25
High (YTD): 2024-02-23 1.61
Low (YTD): 2024-05-03 0.51
52W High: 2024-02-23 1.61
52W Low: 2023-11-07 0.21
Avg. price 1W:   1.06
Avg. volume 1W:   0.00
Avg. price 1M:   0.90
Avg. volume 1M:   0.00
Avg. price 6M:   0.97
Avg. volume 6M:   0.00
Avg. price 1Y:   0.73
Avg. volume 1Y:   0.00
Volatility 1M:   241.74%
Volatility 6M:   177.62%
Volatility 1Y:   159.53%
Volatility 3Y:   -