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JP Morgan Call 240 F3A 21.06.2024/  DE000JS9E4E8  /

EUWAX
2024-05-31  12:28:54 PM Chg.+0.30 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
3.63EUR +9.01% -
Bid Size: -		 -
Ask Size: -		 FIRST SOLAR INC. D -... 240.00 - 2024-06-21 Call
 

Master data

WKN: JS9E4E
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: FIRST SOLAR INC. D -,001
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: 7.46
Leverage: Yes

Calculated values

Fair value: 1.62
Intrinsic value: 1.05
Implied volatility: 1.22
Historic volatility: 0.43
Parity: 1.05
Time value: 2.31
Break-even: 273.60
Moneyness: 1.04
Premium: 0.09
Premium p.a.: 4.00
Spread abs.: 0.15
Spread %: 4.67%
Delta: 0.62
Theta: -0.69
Omega: 4.61
Rho: 0.07
 

Quote data

Open: 3.48
High: 3.63
Low: 3.48
Previous Close: 3.33
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+33.95%
1 Month  
+8975.00%
3 Months  
+3200.00%
YTD  
+525.86%
1 Year  
+23.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.74 3.33
1M High / 1M Low: 3.74 0.04
6M High / 6M Low: 3.74 0.04
High (YTD): 2024-05-28 3.74
Low (YTD): 2024-05-02 0.04
52W High: 2024-05-28 3.74
52W Low: 2024-05-02 0.04
Avg. price 1W:   3.52
Avg. volume 1W:   0.00
Avg. price 1M:   1.05
Avg. volume 1M:   0.00
Avg. price 6M:   0.36
Avg. volume 6M:   0.00
Avg. price 1Y:   0.82
Avg. volume 1Y:   0.00
Volatility 1M:   3,359.31%
Volatility 6M:   1,430.61%
Volatility 1Y:   1,020.03%
Volatility 3Y:   -