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JP Morgan Call 44 CIS 21.06.2024/  DE000JQ65L26  /

EUWAX
07/06/2024  10:16:28 Chg.0.000 Bid22:00:42 Ask22:00:42 Underlying Strike price Expiration date Option type
0.220EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 CISCO SYSTEMS DL-... 44.00 - 21/06/2024 Call
 

Master data

WKN: JQ65L2
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CISCO SYSTEMS DL-,001
Type: Warrant
Option type: Call
Strike price: 44.00 -
Maturity: 21/06/2024
Issue date: 23/09/2022
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 22.34
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.80
Historic volatility: 0.17
Parity: -0.16
Time value: 0.19
Break-even: 45.90
Moneyness: 0.96
Premium: 0.08
Premium p.a.: 8.04
Spread abs.: 0.01
Spread %: 5.56%
Delta: 0.44
Theta: -0.10
Omega: 9.77
Rho: 0.01
 

Quote data

Open: 0.220
High: 0.220
Low: 0.220
Previous Close: 0.220
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -43.59%
3 Months
  -59.26%
YTD
  -69.01%
1 Year
  -73.17%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.220
1M High / 1M Low: 0.670 0.210
6M High / 6M Low: 0.860 0.210
High (YTD): 26/01/2024 0.860
Low (YTD): 30/05/2024 0.210
52W High: 04/09/2023 1.440
52W Low: 30/05/2024 0.210
Avg. price 1W:   0.260
Avg. volume 1W:   0.000
Avg. price 1M:   0.343
Avg. volume 1M:   0.000
Avg. price 6M:   0.557
Avg. volume 6M:   160
Avg. price 1Y:   0.786
Avg. volume 1Y:   78.125
Volatility 1M:   299.40%
Volatility 6M:   159.41%
Volatility 1Y:   130.33%
Volatility 3Y:   -