JP Morgan Call 145 SWKS 21.06.202.../  DE000JS62BE8  /

EUWAX
2024-06-04  10:35:44 AM Chg.+0.003 Bid8:51:01 PM Ask8:51:01 PM Underlying Strike price Expiration date Option type
0.004EUR +300.00% 0.001
Bid Size: 10,000
0.041
Ask Size: 10,000
Skyworks Solutions I... 145.00 - 2024-06-21 Call
 

Master data

WKN: JS62BE
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Skyworks Solutions Inc
Type: Warrant
Option type: Call
Strike price: 145.00 -
Maturity: 2024-06-21
Issue date: 2023-02-16
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 52.37
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.82
Historic volatility: 0.28
Parity: -6.12
Time value: 0.16
Break-even: 146.60
Moneyness: 0.58
Premium: 0.75
Premium p.a.: 0.00
Spread abs.: 0.16
Spread %: 3,100.00%
Delta: 0.12
Theta: -0.19
Omega: 6.09
Rho: 0.00
 

Quote data

Open: 0.004
High: 0.004
Low: 0.004
Previous Close: 0.001
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+100.00%
1 Month  
+100.00%
3 Months
  -85.71%
YTD
  -97.14%
1 Year
  -99.05%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.002 0.001
1M High / 1M Low: 0.003 0.001
6M High / 6M Low: 0.140 0.001
High (YTD): 2024-01-02 0.078
Low (YTD): 2024-06-03 0.001
52W High: 2023-07-17 0.570
52W Low: 2024-06-03 0.001
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.001
Avg. volume 1M:   0.000
Avg. price 6M:   0.036
Avg. volume 6M:   0.000
Avg. price 1Y:   0.151
Avg. volume 1Y:   0.000
Volatility 1M:   1,118.21%
Volatility 6M:   602.70%
Volatility 1Y:   445.45%
Volatility 3Y:   -