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JP Morgan Call 240 ADP 21.06.2024/  DE000JS9GRG7  /

EUWAX
2024-06-04  10:48:40 AM Chg.-0.150 Bid10:00:45 PM Ask10:00:45 PM Underlying Strike price Expiration date Option type
0.640EUR -18.99% -
Bid Size: -		 -
Ask Size: -		 AUTOM. DATA PROC. DL... 240.00 - 2024-06-21 Call
 

Master data

WKN: JS9GRG
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AUTOM. DATA PROC. DL -,10
Type: Warrant
Option type: Call
Strike price: 240.00 -
Maturity: 2024-06-21
Issue date: 2023-03-06
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 31.96
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.68
Historic volatility: 0.17
Parity: -1.63
Time value: 0.70
Break-even: 247.00
Moneyness: 0.93
Premium: 0.10
Premium p.a.: 7.38
Spread abs.: 0.02
Spread %: 2.94%
Delta: 0.35
Theta: -0.36
Omega: 11.06
Rho: 0.03
 

Quote data

Open: 0.640
High: 0.640
Low: 0.640
Previous Close: 0.790
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -41.28%
1 Month
  -37.25%
3 Months
  -65.59%
YTD
  -57.89%
1 Year
  -64.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.090 0.510
1M High / 1M Low: 1.540 0.510
6M High / 6M Low: 2.390 0.510
High (YTD): 2024-02-26 2.390
Low (YTD): 2024-05-30 0.510
52W High: 2023-09-01 3.500
52W Low: 2024-05-30 0.510
Avg. price 1W:   0.724
Avg. volume 1W:   0.000
Avg. price 1M:   1.047
Avg. volume 1M:   0.000
Avg. price 6M:   1.581
Avg. volume 6M:   0.000
Avg. price 1Y:   2.000
Avg. volume 1Y:   0.000
Volatility 1M:   282.77%
Volatility 6M:   150.83%
Volatility 1Y:   136.80%
Volatility 3Y:   -