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JP Morgan Call 45 DY6 21.06.2024/  DE000JS95356  /

EUWAX
2024-05-31  11:11:39 AM Chg.+0.020 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.280EUR +7.69% -
Bid Size: -		 -
Ask Size: -		 DEVON ENERGY CORP. D... 45.00 - 2024-06-21 Call
 

Master data

WKN: JS9535
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: DEVON ENERGY CORP. DL-,10
Type: Warrant
Option type: Call
Strike price: 45.00 -
Maturity: 2024-06-21
Issue date: 2023-03-17
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.77
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.02
Implied volatility: 0.96
Historic volatility: 0.24
Parity: 0.02
Time value: 0.40
Break-even: 49.20
Moneyness: 1.01
Premium: 0.09
Premium p.a.: 3.62
Spread abs.: 0.03
Spread %: 7.69%
Delta: 0.56
Theta: -0.10
Omega: 6.01
Rho: 0.01
 

Quote data

Open: 0.280
High: 0.280
Low: 0.280
Previous Close: 0.260
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.65%
1 Month
  -50.00%
3 Months  
+12.00%
YTD
  -36.36%
1 Year
  -69.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.260
1M High / 1M Low: 0.600 0.260
6M High / 6M Low: 0.950 0.180
High (YTD): 2024-04-11 0.950
Low (YTD): 2024-02-07 0.180
52W High: 2023-07-31 1.180
52W Low: 2024-02-07 0.180
Avg. price 1W:   0.318
Avg. volume 1W:   0.000
Avg. price 1M:   0.459
Avg. volume 1M:   0.000
Avg. price 6M:   0.429
Avg. volume 6M:   0.000
Avg. price 1Y:   0.625
Avg. volume 1Y:   0.000
Volatility 1M:   158.16%
Volatility 6M:   150.15%
Volatility 1Y:   133.10%
Volatility 3Y:   -