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JP Morgan Call 175 SND 21.06.2024/  DE000JL05VU6  /

EUWAX
2024-06-04  9:51:45 AM Chg.- Bid8:04:32 AM Ask8:04:32 AM Underlying Strike price Expiration date Option type
5.16EUR - 5.01
Bid Size: 500		 5.31
Ask Size: 500		 SCHNEIDER ELEC. INH.... 175.00 - 2024-06-21 Call
 

Master data

WKN: JL05VU
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: SCHNEIDER ELEC. INH. EO 4
Type: Warrant
Option type: Call
Strike price: 175.00 -
Maturity: 2024-06-21
Issue date: 2023-04-13
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.95
Leverage: Yes

Calculated values

Fair value: 5.19
Intrinsic value: 5.16
Implied volatility: 1.32
Historic volatility: 0.21
Parity: 5.16
Time value: 0.59
Break-even: 232.40
Moneyness: 1.29
Premium: 0.03
Premium p.a.: 0.73
Spread abs.: 0.50
Spread %: 9.54%
Delta: 0.85
Theta: -0.45
Omega: 3.37
Rho: 0.06
 

Quote data

Open: 5.16
High: 5.16
Low: 5.16
Previous Close: 5.30
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.31%
1 Month  
+28.68%
3 Months  
+32.65%
YTD  
+210.84%
1 Year  
+230.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.69 5.16
1M High / 1M Low: 6.33 4.19
6M High / 6M Low: 6.33 1.02
High (YTD): 2024-05-27 6.33
Low (YTD): 2024-01-05 1.08
52W High: 2024-05-27 6.33
52W Low: 2023-10-26 0.19
Avg. price 1W:   5.34
Avg. volume 1W:   0.00
Avg. price 1M:   5.56
Avg. volume 1M:   0.00
Avg. price 6M:   3.20
Avg. volume 6M:   16.80
Avg. price 1Y:   2.03
Avg. volume 1Y:   8.20
Volatility 1M:   89.64%
Volatility 6M:   104.62%
Volatility 1Y:   168.64%
Volatility 3Y:   -