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JP Morgan Call 42 FME 21.06.2024/  DE000JS6H3M3  /

EUWAX
2024-05-31  11:39:12 AM Chg.+0.001 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.020EUR +5.26% -
Bid Size: -		 -
Ask Size: -		 FRESEN.MED.CARE KGAA... 42.00 EUR 2024-06-21 Call
 

Master data

WKN: JS6H3M
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: FRESEN.MED.CARE KGAA O.N.
Type: Warrant
Option type: Call
Strike price: 42.00 EUR
Maturity: 2024-06-21
Issue date: 2023-02-10
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 111.94
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.35
Parity: -0.28
Time value: 0.04
Break-even: 42.35
Moneyness: 0.93
Premium: 0.08
Premium p.a.: 3.14
Spread abs.: 0.02
Spread %: 75.00%
Delta: 0.21
Theta: -0.02
Omega: 23.27
Rho: 0.00
 

Quote data

Open: 0.020
High: 0.020
Low: 0.020
Previous Close: 0.019
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -44.44%
1 Month
  -75.61%
3 Months
  -78.02%
YTD
  -92.59%
1 Year
  -96.23%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.031 0.019
1M High / 1M Low: 0.120 0.018
6M High / 6M Low: 0.340 0.018
High (YTD): 2024-01-04 0.300
Low (YTD): 2024-05-07 0.018
52W High: 2023-07-20 1.100
52W Low: 2024-05-07 0.018
Avg. price 1W:   0.022
Avg. volume 1W:   0.000
Avg. price 1M:   0.058
Avg. volume 1M:   0.000
Avg. price 6M:   0.135
Avg. volume 6M:   0.000
Avg. price 1Y:   0.341
Avg. volume 1Y:   0.000
Volatility 1M:   646.60%
Volatility 6M:   456.30%
Volatility 1Y:   344.05%
Volatility 3Y:   -