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JP Morgan Call 250 ADP 21.06.2024/  DE000JS9GR93  /

EUWAX
2024-05-23  2:28:27 PM Chg.+0.160 Bid2:44:05 PM Ask2:44:05 PM Underlying Strike price Expiration date Option type
0.840EUR +23.53% 0.830
Bid Size: 7,500		 0.850
Ask Size: 7,500		 AUTOM. DATA PROC. DL... 250.00 - 2024-06-21 Call
 

Master data

WKN: JS9GR9
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AUTOM. DATA PROC. DL -,10
Type: Warrant
Option type: Call
Strike price: 250.00 -
Maturity: 2024-06-21
Issue date: 2023-03-06
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 28.62
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.17
Parity: -1.53
Time value: 0.82
Break-even: 258.20
Moneyness: 0.94
Premium: 0.10
Premium p.a.: 2.33
Spread abs.: 0.02
Spread %: 2.50%
Delta: 0.37
Theta: -0.24
Omega: 10.59
Rho: 0.06
 

Quote data

Open: 0.840
High: 0.840
Low: 0.840
Previous Close: 0.680
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+61.54%
1 Month
  -16.00%
3 Months
  -50.59%
YTD
  -24.32%
1 Year
  -45.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.760 0.520
1M High / 1M Low: 1.060 0.420
6M High / 6M Low: 1.790 0.420
High (YTD): 2024-02-26 1.790
Low (YTD): 2024-05-09 0.420
52W High: 2023-08-11 2.970
52W Low: 2024-05-09 0.420
Avg. price 1W:   0.654
Avg. volume 1W:   0.000
Avg. price 1M:   0.689
Avg. volume 1M:   0.000
Avg. price 6M:   1.135
Avg. volume 6M:   0.000
Avg. price 1Y:   1.561
Avg. volume 1Y:   0.000
Volatility 1M:   262.75%
Volatility 6M:   152.96%
Volatility 1Y:   142.83%
Volatility 3Y:   -