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JP Morgan Call 140 ICE 21.06.2024/  DE000JS8A7B2  /

EUWAX
2024-06-10  9:13:47 AM Chg.-0.024 Bid2:50:46 PM Ask2:50:46 PM Underlying Strike price Expiration date Option type
0.018EUR -57.14% 0.019
Bid Size: 2,000		 0.089
Ask Size: 2,000		 Intercontinental Exc... 140.00 - 2024-06-21 Call
 

Master data

WKN: JS8A7B
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Intercontinental Exchange Inc
Type: Warrant
Option type: Call
Strike price: 140.00 -
Maturity: 2024-06-21
Issue date: 2023-03-14
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 124.12
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.63
Historic volatility: 0.15
Parity: -1.59
Time value: 0.10
Break-even: 141.00
Moneyness: 0.89
Premium: 0.14
Premium p.a.: 67.73
Spread abs.: 0.08
Spread %: 334.78%
Delta: 0.15
Theta: -0.15
Omega: 18.57
Rho: 0.01
 

Quote data

Open: 0.018
High: 0.018
Low: 0.018
Previous Close: 0.042
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -61.70%
1 Month
  -88.00%
3 Months
  -96.79%
YTD
  -94.19%
1 Year
  -91.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.052 0.028
1M High / 1M Low: 0.200 0.014
6M High / 6M Low: 0.620 0.014
High (YTD): 2024-02-23 0.620
Low (YTD): 2024-05-30 0.014
52W High: 2024-02-23 0.620
52W Low: 2024-05-30 0.014
Avg. price 1W:   0.044
Avg. volume 1W:   0.000
Avg. price 1M:   0.092
Avg. volume 1M:   0.000
Avg. price 6M:   0.272
Avg. volume 6M:   0.000
Avg. price 1Y:   0.214
Avg. volume 1Y:   0.000
Volatility 1M:   969.20%
Volatility 6M:   477.26%
Volatility 1Y:   363.70%
Volatility 3Y:   -