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JP Morgan Call 215 F3A 21.06.2024/  DE000JS9E4C2  /

EUWAX
2024-05-29  10:33:40 AM Chg.- Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
5.66EUR - -
Bid Size: -		 -
Ask Size: -		 FIRST SOLAR INC. D -... 215.00 - 2024-06-21 Call
 

Master data

WKN: JS9E4C
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: FIRST SOLAR INC. D -,001
Type: Warrant
Option type: Call
Strike price: 215.00 -
Maturity: 2024-06-21
Issue date: 2023-03-06
Last trading day: 2024-05-30
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.43
Leverage: Yes

Calculated values

Fair value: 3.66
Intrinsic value: 3.55
Implied volatility: 1.66
Historic volatility: 0.43
Parity: 3.55
Time value: 2.11
Break-even: 271.60
Moneyness: 1.17
Premium: 0.08
Premium p.a.: 3.37
Spread abs.: -0.31
Spread %: -5.19%
Delta: 0.72
Theta: -0.83
Omega: 3.20
Rho: 0.07
 

Quote data

Open: 5.66
High: 5.66
Low: 5.66
Previous Close: 5.87
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week  
+60.80%
1 Month  
+3942.86%
3 Months  
+2360.87%
YTD  
+477.55%
1 Year  
+46.63%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.87 5.42
1M High / 1M Low: 5.87 0.14
6M High / 6M Low: 5.87 0.10
High (YTD): 2024-05-28 5.87
Low (YTD): 2024-03-20 0.10
52W High: 2024-05-28 5.87
52W Low: 2024-03-20 0.10
Avg. price 1W:   5.65
Avg. volume 1W:   0.00
Avg. price 1M:   1.43
Avg. volume 1M:   0.00
Avg. price 6M:   0.58
Avg. volume 6M:   0.00
Avg. price 1Y:   1.21
Avg. volume 1Y:   0.00
Volatility 1M:   1,472.54%
Volatility 6M:   669.96%
Volatility 1Y:   491.87%
Volatility 3Y:   -