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JP Morgan Call 150 FI 21.06.2024/  DE000JS9PE63  /

EUWAX
2024-06-10  10:50:01 AM Chg.+0.020 Bid10:00:48 PM Ask10:00:48 PM Underlying Strike price Expiration date Option type
0.280EUR +7.69% -
Bid Size: -		 -
Ask Size: -		 Fiserv 150.00 USD 2024-06-21 Call
 

Master data

WKN: JS9PE6
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Fiserv
Type: Warrant
Option type: Call
Strike price: 150.00 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: 40.92
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.13
Implied volatility: 0.27
Historic volatility: 0.15
Parity: 0.13
Time value: 0.21
Break-even: 142.59
Moneyness: 1.01
Premium: 0.02
Premium p.a.: 0.64
Spread abs.: 0.06
Spread %: 19.35%
Delta: 0.60
Theta: -0.12
Omega: 24.45
Rho: 0.02
 

Quote data

Open: 0.280
High: 0.280
Low: 0.280
Previous Close: 0.260
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -60.56%
3 Months
  -62.67%
YTD  
+21.74%
1 Year     0.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.280 0.180
1M High / 1M Low: 0.710 0.140
6M High / 6M Low: 1.270 0.140
High (YTD): 2024-03-27 1.270
Low (YTD): 2024-05-29 0.140
52W High: 2024-03-27 1.270
52W Low: 2023-10-23 0.055
Avg. price 1W:   0.232
Avg. volume 1W:   0.000
Avg. price 1M:   0.389
Avg. volume 1M:   0.000
Avg. price 6M:   0.554
Avg. volume 6M:   0.000
Avg. price 1Y:   0.384
Avg. volume 1Y:   0.000
Volatility 1M:   424.53%
Volatility 6M:   275.06%
Volatility 1Y:   233.02%
Volatility 3Y:   -