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JP Morgan Call 165 4AB 21.06.2024/  DE000JS5NQ32  /

EUWAX
2024-05-31  10:51:32 AM Chg.+0.025 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.067EUR +59.52% -
Bid Size: -		 -
Ask Size: -		 ABBVIE INC. D... 165.00 - 2024-06-21 Call
 

Master data

WKN: JS5NQ3
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: ABBVIE INC. DL-,01
Type: Warrant
Option type: Call
Strike price: 165.00 -
Maturity: 2024-06-21
Issue date: 2022-12-27
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 87.43
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.17
Parity: -1.64
Time value: 0.17
Break-even: 166.70
Moneyness: 0.90
Premium: 0.12
Premium p.a.: 7.12
Spread abs.: 0.02
Spread %: 13.33%
Delta: 0.19
Theta: -0.12
Omega: 17.02
Rho: 0.01
 

Quote data

Open: 0.067
High: 0.067
Low: 0.067
Previous Close: 0.042
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -44.17%
1 Month
  -79.70%
3 Months
  -95.44%
YTD
  -84.77%
1 Year
  -82.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.076 0.039
1M High / 1M Low: 0.450 0.039
6M High / 6M Low: 1.830 0.039
High (YTD): 2024-03-13 1.830
Low (YTD): 2024-05-29 0.039
52W High: 2024-03-13 1.830
52W Low: 2024-05-29 0.039
Avg. price 1W:   0.059
Avg. volume 1W:   0.000
Avg. price 1M:   0.239
Avg. volume 1M:   0.000
Avg. price 6M:   0.877
Avg. volume 6M:   0.000
Avg. price 1Y:   0.685
Avg. volume 1Y:   0.000
Volatility 1M:   416.90%
Volatility 6M:   243.37%
Volatility 1Y:   208.25%
Volatility 3Y:   -