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JP Morgan Call 200 4AB 21.06.2024/  DE000JS5NQ99  /

EUWAX
2024-05-31  10:51:33 AM Chg.0.000 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.002EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 ABBVIE INC. D... 200.00 - 2024-06-21 Call
 

Master data

WKN: JS5NQ9
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: ABBVIE INC. DL-,01
Type: Warrant
Option type: Call
Strike price: 200.00 -
Maturity: 2024-06-21
Issue date: 2022-12-27
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 323.11
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.72
Historic volatility: 0.17
Parity: -5.14
Time value: 0.05
Break-even: 200.46
Moneyness: 0.74
Premium: 0.35
Premium p.a.: 0.00
Spread abs.: 0.04
Spread %: 666.67%
Delta: 0.05
Theta: -0.06
Omega: 15.28
Rho: 0.00
 

Quote data

Open: 0.002
High: 0.002
Low: 0.002
Previous Close: 0.002
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -98.18%
YTD
  -90.91%
1 Year
  -96.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.002 0.001
1M High / 1M Low: 0.004 0.001
6M High / 6M Low: 0.200 0.001
High (YTD): 2024-03-07 0.200
Low (YTD): 2024-05-29 0.001
52W High: 2024-03-07 0.200
52W Low: 2024-05-29 0.001
Avg. price 1W:   0.002
Avg. volume 1W:   0.000
Avg. price 1M:   0.002
Avg. volume 1M:   0.000
Avg. price 6M:   0.059
Avg. volume 6M:   0.000
Avg. price 1Y:   0.065
Avg. volume 1Y:   0.000
Volatility 1M:   1,249.62%
Volatility 6M:   599.03%
Volatility 1Y:   455.35%
Volatility 3Y:   -