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JP Morgan Call 245 F3A 21.06.2024/  DE000JS9E458  /

EUWAX
2024-05-31  10:39:41 AM Chg.-0.05 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
3.08EUR -1.60% -
Bid Size: -		 -
Ask Size: -		 FIRST SOLAR INC. D -... 245.00 - 2024-06-21 Call
 

Master data

WKN: JS9E45
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: FIRST SOLAR INC. D -,001
Type: Warrant
Option type: Call
Strike price: 245.00 -
Maturity: 2024-06-21
Issue date: 2023-03-06
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.58
Leverage: Yes

Calculated values

Fair value: 1.32
Intrinsic value: 0.55
Implied volatility: 1.13
Historic volatility: 0.43
Parity: 0.55
Time value: 2.37
Break-even: 274.20
Moneyness: 1.02
Premium: 0.09
Premium p.a.: 4.20
Spread abs.: 0.10
Spread %: 3.55%
Delta: 0.59
Theta: -0.66
Omega: 5.05
Rho: 0.06
 

Quote data

Open: 3.08
High: 3.08
Low: 3.08
Previous Close: 3.13
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+109.52%
1 Month  
+10166.67%
3 Months  
+3322.22%
YTD  
+492.31%
1 Year  
+11.19%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.36 2.98
1M High / 1M Low: 3.36 0.03
6M High / 6M Low: 3.36 0.03
High (YTD): 2024-05-28 3.36
Low (YTD): 2024-05-02 0.03
52W High: 2024-05-28 3.36
52W Low: 2024-05-02 0.03
Avg. price 1W:   3.14
Avg. volume 1W:   0.00
Avg. price 1M:   0.88
Avg. volume 1M:   0.00
Avg. price 6M:   0.31
Avg. volume 6M:   0.00
Avg. price 1Y:   0.75
Avg. volume 1Y:   0.00
Volatility 1M:   3,863.71%
Volatility 6M:   1,629.31%
Volatility 1Y:   1,158.48%
Volatility 3Y:   -