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JP Morgan Call 220 ADP 21.06.2024/  DE000JS9FFW1  /

EUWAX
2024-05-20  9:48:23 AM Chg.- Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
3.11EUR - -
Bid Size: -		 -
Ask Size: -		 AUTOM. DATA PROC. DL... 220.00 - 2024-06-21 Call
 

Master data

WKN: JS9FFW
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AUTOM. DATA PROC. DL -,10
Type: Warrant
Option type: Call
Strike price: 220.00 -
Maturity: 2024-06-21
Issue date: 2023-03-10
Last trading day: 2024-05-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.55
Leverage: Yes

Calculated values

Fair value: 1.57
Intrinsic value: 1.47
Implied volatility: 0.89
Historic volatility: 0.17
Parity: 1.47
Time value: 1.64
Break-even: 251.10
Moneyness: 1.07
Premium: 0.07
Premium p.a.: 1.35
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.65
Theta: -0.39
Omega: 4.93
Rho: 0.10
 

Quote data

Open: 3.11
High: 3.11
Low: 3.11
Previous Close: 2.89
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week  
+18.70%
1 Month  
+7.99%
3 Months
  -15.95%
YTD  
+22.44%
1 Year  
+14.34%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.11 2.62
1M High / 1M Low: 3.11 2.32
6M High / 6M Low: 3.80 2.32
High (YTD): 2024-02-26 3.80
Low (YTD): 2024-05-09 2.32
52W High: 2023-09-01 4.74
52W Low: 2023-11-01 1.74
Avg. price 1W:   2.87
Avg. volume 1W:   0.00
Avg. price 1M:   2.68
Avg. volume 1M:   0.00
Avg. price 6M:   2.86
Avg. volume 6M:   0.00
Avg. price 1Y:   3.16
Avg. volume 1Y:   0.00
Volatility 1M:   122.50%
Volatility 6M:   84.17%
Volatility 1Y:   87.79%
Volatility 3Y:   -