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JP Morgan Call 235 F3A 21.06.2024/  DE000JS9E474  /

EUWAX
2024-05-30  10:43:02 AM Chg.- Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
3.92EUR - -
Bid Size: -		 -
Ask Size: -		 FIRST SOLAR INC. D -... 235.00 - 2024-06-21 Call
 

Master data

WKN: JS9E47
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: FIRST SOLAR INC. D -,001
Type: Warrant
Option type: Call
Strike price: 235.00 -
Maturity: 2024-06-21
Issue date: 2023-03-06
Last trading day: 2024-05-30
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.05
Leverage: Yes

Calculated values

Fair value: 1.97
Intrinsic value: 1.55
Implied volatility: 1.46
Historic volatility: 0.43
Parity: 1.55
Time value: 2.59
Break-even: 276.40
Moneyness: 1.07
Premium: 0.10
Premium p.a.: 5.02
Spread abs.: 0.10
Spread %: 2.48%
Delta: 0.64
Theta: -0.81
Omega: 3.88
Rho: 0.07
 

Quote data

Open: 3.92
High: 3.92
Low: 3.92
Previous Close: 3.95
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week  
+92.16%
1 Month  
+7740.00%
3 Months  
+3166.67%
YTD  
+512.50%
1 Year  
+26.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.15 3.74
1M High / 1M Low: 4.15 0.05
6M High / 6M Low: 4.15 0.05
High (YTD): 2024-05-28 4.15
Low (YTD): 2024-05-02 0.05
52W High: 2024-05-28 4.15
52W Low: 2024-05-02 0.05
Avg. price 1W:   3.94
Avg. volume 1W:   0.00
Avg. price 1M:   1.01
Avg. volume 1M:   0.00
Avg. price 6M:   0.37
Avg. volume 6M:   0.00
Avg. price 1Y:   0.87
Avg. volume 1Y:   0.00
Volatility 1M:   2,885.66%
Volatility 6M:   1,222.06%
Volatility 1Y:   873.19%
Volatility 3Y:   -