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JP Morgan Call 165 4AB 21.06.2024/  DE000JS5NQ32  /

EUWAX
2024-06-07  11:15:08 AM Chg.+0.200 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.480EUR +71.43% -
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: 30.95
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.73
Historic volatility: 0.17
Parity: -1.02
Time value: 0.50
Break-even: 170.00
Moneyness: 0.94
Premium: 0.10
Premium p.a.: 10.56
Spread abs.: 0.02
Spread %: 4.17%
Delta: 0.36
Theta: -0.30
Omega: 11.08
Rho: 0.02
 

Quote data

Open: 0.480
High: 0.480
Low: 0.480
Previous Close: 0.280
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+616.42%
1 Month  
+41.18%
3 Months
  -73.63%
YTD  
+9.09%
1 Year  
+9.09%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.280 0.067
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:   0.161
Avg. volume 1W:   0.000
Avg. price 1M:   0.213
Avg. volume 1M:   0.000
Avg. price 6M:   0.875
Avg. volume 6M:   0.000
Avg. price 1Y:   0.681
Avg. volume 1Y:   0.000
Volatility 1M:   582.26%
Volatility 6M:   295.70%
Volatility 1Y:   240.54%
Volatility 3Y:   -