OverviewChartNewsTraderScreen

JP Morgan Call 125 VOW3 21.06.202.../  DE000JS5LDY8  /

EUWAX
2024-06-04  8:34:42 AM Chg.-0.009 Bid10:00:46 PM Ask10:00:46 PM Underlying Strike price Expiration date Option type
0.010EUR -47.37% -
Bid Size: -		 -
Ask Size: -		 VOLKSWAGEN AG VZO O.... 125.00 - 2024-06-21 Call
 

Master data

WKN: JS5LDY
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: VOLKSWAGEN AG VZO O.N.
Type: Warrant
Option type: Call
Strike price: 125.00 -
Maturity: 2024-06-21
Issue date: 2022-12-28
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 383.17
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.22
Parity: -1.01
Time value: 0.03
Break-even: 125.30
Moneyness: 0.92
Premium: 0.09
Premium p.a.: 5.37
Spread abs.: 0.02
Spread %: 200.00%
Delta: 0.09
Theta: -0.04
Omega: 35.99
Rho: 0.00
 

Quote data

Open: 0.010
High: 0.010
Low: 0.010
Previous Close: 0.019
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -62.96%
1 Month
  -81.13%
3 Months
  -97.73%
YTD
  -96.77%
1 Year
  -99.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.030 0.013
1M High / 1M Low: 0.130 0.010
6M High / 6M Low: 0.760 0.010
High (YTD): 2024-03-01 0.760
Low (YTD): 2024-05-24 0.010
52W High: 2023-06-14 2.010
52W Low: 2024-05-24 0.010
Avg. price 1W:   0.022
Avg. volume 1W:   0.000
Avg. price 1M:   0.039
Avg. volume 1M:   0.000
Avg. price 6M:   0.317
Avg. volume 6M:   0.000
Avg. price 1Y:   0.532
Avg. volume 1Y:   0.000
Volatility 1M:   825.09%
Volatility 6M:   432.75%
Volatility 1Y:   324.70%
Volatility 3Y:   -