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JP Morgan Call 140 FI 21.06.2024/  DE000JS9PE71  /

EUWAX
2024-06-04  10:49:43 AM Chg.-0.010 Bid7:51:11 PM Ask7:51:11 PM Underlying Strike price Expiration date Option type
0.820EUR -1.20% 0.860
Bid Size: 50,000		 0.880
Ask Size: 50,000		 Fiserv 140.00 USD 2024-06-21 Call
 

Master data

WKN: JS9PE7
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Fiserv
Type: Warrant
Option type: Call
Strike price: 140.00 USD
Maturity: 2024-06-21
Issue date: 2023-03-06
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.64
Leverage: Yes

Calculated values

Fair value: 0.80
Intrinsic value: 0.78
Implied volatility: 0.36
Historic volatility: 0.15
Parity: 0.78
Time value: 0.15
Break-even: 137.65
Moneyness: 1.06
Premium: 0.01
Premium p.a.: 0.27
Spread abs.: 0.07
Spread %: 8.14%
Delta: 0.79
Theta: -0.10
Omega: 11.58
Rho: 0.05
 

Quote data

Open: 0.820
High: 0.820
Low: 0.820
Previous Close: 0.830
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.64%
1 Month
  -20.39%
3 Months
  -41.84%
YTD  
+51.85%
1 Year  
+74.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.060 0.710
1M High / 1M Low: 1.520 0.710
6M High / 6M Low: 2.050 0.480
High (YTD): 2024-03-27 2.050
Low (YTD): 2024-01-03 0.480
52W High: 2024-03-27 2.050
52W Low: 2023-10-23 0.130
Avg. price 1W:   0.842
Avg. volume 1W:   1,233.600
Avg. price 1M:   1.179
Avg. volume 1M:   293.714
Avg. price 6M:   1.126
Avg. volume 6M:   49.344
Avg. price 1Y:   0.771
Avg. volume 1Y:   24.188
Volatility 1M:   192.75%
Volatility 6M:   166.37%
Volatility 1Y:   161.05%
Volatility 3Y:   -