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JP Morgan Call 140 FI 21.06.2024/  DE000JS9PE71  /

EUWAX
2024-06-11  10:53:28 AM Chg.-0.17 Bid3:17:37 PM Ask3:17:37 PM Underlying Strike price Expiration date Option type
0.91EUR -15.74% 0.91
Bid Size: 2,000		 0.98
Ask Size: 2,000		 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: 13.36
Leverage: Yes

Calculated values

Fair value: 0.91
Intrinsic value: 0.89
Implied volatility: 0.51
Historic volatility: 0.15
Parity: 0.89
Time value: 0.15
Break-even: 140.47
Moneyness: 1.07
Premium: 0.01
Premium p.a.: 0.47
Spread abs.: 0.10
Spread %: 10.64%
Delta: 0.80
Theta: -0.17
Omega: 10.70
Rho: 0.03
 

Quote data

Open: 0.91
High: 0.91
Low: 0.91
Previous Close: 1.08
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.98%
1 Month
  -40.13%
3 Months
  -37.24%
YTD  
+68.52%
1 Year  
+85.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.08 0.82
1M High / 1M Low: 1.45 0.71
6M High / 6M Low: 2.05 0.48
High (YTD): 2024-03-27 2.05
Low (YTD): 2024-01-03 0.48
52W High: 2024-03-27 2.05
52W Low: 2023-10-23 0.13
Avg. price 1W:   0.96
Avg. volume 1W:   0.00
Avg. price 1M:   1.10
Avg. volume 1M:   293.71
Avg. price 6M:   1.14
Avg. volume 6M:   49.34
Avg. price 1Y:   0.78
Avg. volume 1Y:   24.19
Volatility 1M:   187.19%
Volatility 6M:   167.81%
Volatility 1Y:   161.89%
Volatility 3Y:   -