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JP Morgan Call 195 F3A 21.06.2024/  DE000JL1ZVN9  /

EUWAX
2024-05-30  11:21:04 AM Chg.- Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
7.50EUR - -
Bid Size: -		 -
Ask Size: -		 FIRST SOLAR INC. D -... 195.00 - 2024-06-21 Call
 

Master data

WKN: JL1ZVN
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: FIRST SOLAR INC. D -,001
Type: Warrant
Option type: Call
Strike price: 195.00 -
Maturity: 2024-06-21
Issue date: 2023-05-02
Last trading day: 2024-05-30
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.34
Leverage: Yes

Calculated values

Fair value: 5.59
Intrinsic value: 5.55
Implied volatility: 2.01
Historic volatility: 0.43
Parity: 5.55
Time value: 1.95
Break-even: 270.00
Moneyness: 1.28
Premium: 0.08
Premium p.a.: 2.93
Spread abs.: -0.09
Spread %: -1.19%
Delta: 0.78
Theta: -0.88
Omega: 2.61
Rho: 0.07
 

Quote data

Open: 7.50
High: 7.50
Low: 7.50
Previous Close: 7.51
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week  
+39.41%
1 Month  
+1315.09%
3 Months  
+1983.33%
YTD  
+400.00%
1 Year  
+52.44%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.86 7.25
1M High / 1M Low: 7.86 0.53
6M High / 6M Low: 7.86 0.23
High (YTD): 2024-05-28 7.86
Low (YTD): 2024-03-20 0.23
52W High: 2024-05-28 7.86
52W Low: 2024-03-20 0.23
Avg. price 1W:   7.53
Avg. volume 1W:   0.00
Avg. price 1M:   2.68
Avg. volume 1M:   0.00
Avg. price 6M:   1.05
Avg. volume 6M:   0.00
Avg. price 1Y:   1.80
Avg. volume 1Y:   0.00
Volatility 1M:   786.23%
Volatility 6M:   430.81%
Volatility 1Y:   346.67%
Volatility 3Y:   -