JP Morgan Call 430 DCO 21.06.2024/  DE000JS81LH0  /

EUWAX
2024-05-31  12:23:00 PM Chg.0.000 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.002EUR 0.00% -
Bid Size: -
-
Ask Size: -
DEERE CO. ... 430.00 - 2024-06-21 Call
 

Master data

WKN: JS81LH
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: DEERE CO. DL 1
Type: Warrant
Option type: Call
Strike price: 430.00 -
Maturity: 2024-06-21
Issue date: 2023-03-10
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 287.87
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.58
Historic volatility: 0.21
Parity: -0.85
Time value: 0.01
Break-even: 431.20
Moneyness: 0.80
Premium: 0.25
Premium p.a.: 56.20
Spread abs.: 0.01
Spread %: 500.00%
Delta: 0.06
Theta: -0.15
Omega: 17.95
Rho: 0.01
 

Quote data

Open: 0.002
High: 0.002
Low: 0.002
Previous Close: 0.002
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -96.97%
3 Months
  -93.75%
YTD
  -98.95%
1 Year
  -99.05%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.002 0.001
1M High / 1M Low: 0.077 0.001
6M High / 6M Low: 0.190 0.001
High (YTD): 2024-01-02 0.190
Low (YTD): 2024-05-29 0.001
52W High: 2023-07-25 0.630
52W Low: 2024-05-29 0.001
Avg. price 1W:   0.002
Avg. volume 1W:   0.000
Avg. price 1M:   0.036
Avg. volume 1M:   0.000
Avg. price 6M:   0.085
Avg. volume 6M:   0.000
Avg. price 1Y:   0.215
Avg. volume 1Y:   0.000
Volatility 1M:   576.97%
Volatility 6M:   322.96%
Volatility 1Y:   253.61%
Volatility 3Y:   -