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JP Morgan Call 150 DYH 21.06.2024/  DE000JS2M5U8  /

EUWAX
2024-05-28  9:26:51 AM Chg.0.000 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.130EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 TARGET CORP. DL-... 150.00 - 2024-06-21 Call
 

Master data

WKN: JS2M5U
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: TARGET CORP. DL-,0833
Type: Warrant
Option type: Call
Strike price: 150.00 -
Maturity: 2024-06-21
Issue date: 2022-12-15
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 58.14
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.29
Parity: -1.63
Time value: 0.23
Break-even: 152.30
Moneyness: 0.89
Premium: 0.14
Premium p.a.: 6.24
Spread abs.: 0.09
Spread %: 64.29%
Delta: 0.23
Theta: -0.12
Omega: 13.30
Rho: 0.02
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.130
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -87.50%
1 Month
  -91.77%
3 Months
  -88.60%
YTD
  -84.15%
1 Year
  -91.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.040 0.130
1M High / 1M Low: 1.660 0.130
6M High / 6M Low: 2.750 0.130
High (YTD): 2024-04-02 2.750
Low (YTD): 2024-05-27 0.130
52W High: 2024-04-02 2.750
52W Low: 2024-05-27 0.130
Avg. price 1W:   0.478
Avg. volume 1W:   0.000
Avg. price 1M:   1.091
Avg. volume 1M:   0.000
Avg. price 6M:   1.211
Avg. volume 6M:   0.000
Avg. price 1Y:   0.926
Avg. volume 1Y:   0.000
Volatility 1M:   363.37%
Volatility 6M:   246.19%
Volatility 1Y:   257.25%
Volatility 3Y:   -