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JP Morgan Call 260 ADP 21.06.2024/  DE000JS9GRA0  /

EUWAX
2024-05-28  9:54:51 AM Chg.- Bid10:17:24 AM Ask10:17:24 AM Underlying Strike price Expiration date Option type
0.150EUR - 0.066
Bid Size: 2,000		 0.110
Ask Size: 2,000		 AUTOM. DATA PROC. DL... 260.00 - 2024-06-21 Call
 

Master data

WKN: JS9GRA
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AUTOM. DATA PROC. DL -,10
Type: Warrant
Option type: Call
Strike price: 260.00 -
Maturity: 2024-06-21
Issue date: 2023-03-06
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 203.83
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.17
Parity: -3.58
Time value: 0.11
Break-even: 261.10
Moneyness: 0.86
Premium: 0.16
Premium p.a.: 10.21
Spread abs.: 0.03
Spread %: 35.80%
Delta: 0.10
Theta: -0.10
Omega: 20.30
Rho: 0.01
 

Quote data

Open: 0.150
High: 0.150
Low: 0.150
Previous Close: 0.160
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -40.00%
1 Month
  -68.75%
3 Months
  -85.29%
YTD
  -81.01%
1 Year
  -86.61%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.150
1M High / 1M Low: 0.480 0.150
6M High / 6M Low: 1.280 0.150
High (YTD): 2024-02-26 1.280
Low (YTD): 2024-05-28 0.150
52W High: 2023-08-11 2.490
52W Low: 2024-05-28 0.150
Avg. price 1W:   0.236
Avg. volume 1W:   0.000
Avg. price 1M:   0.260
Avg. volume 1M:   0.000
Avg. price 6M:   0.738
Avg. volume 6M:   0.000
Avg. price 1Y:   1.162
Avg. volume 1Y:   0.000
Volatility 1M:   430.88%
Volatility 6M:   216.19%
Volatility 1Y:   184.96%
Volatility 3Y:   -