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JP Morgan Call 45 FME 21.06.2024/  DE000JS6H3N1  /

EUWAX
2024-05-31  11:39:12 AM Chg.0.000 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.003EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 FRESEN.MED.CARE KGAA... 45.00 EUR 2024-06-21 Call
 

Master data

WKN: JS6H3N
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: FRESEN.MED.CARE KGAA O.N.
Type: Warrant
Option type: Call
Strike price: 45.00 EUR
Maturity: 2024-06-21
Issue date: 2023-02-10
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 163.25
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.35
Parity: -0.58
Time value: 0.02
Break-even: 45.24
Moneyness: 0.87
Premium: 0.15
Premium p.a.: 12.80
Spread abs.: 0.02
Spread %: 500.00%
Delta: 0.12
Theta: -0.02
Omega: 19.36
Rho: 0.00
 

Quote data

Open: 0.003
High: 0.003
Low: 0.003
Previous Close: 0.003
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -62.50%
1 Month
  -93.62%
3 Months
  -93.88%
YTD
  -98.33%
1 Year
  -99.30%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.007 0.003
1M High / 1M Low: 0.048 0.003
6M High / 6M Low: 0.240 0.003
High (YTD): 2024-01-04 0.200
Low (YTD): 2024-05-31 0.003
52W High: 2023-07-20 0.900
52W Low: 2024-05-31 0.003
Avg. price 1W:   0.004
Avg. volume 1W:   0.000
Avg. price 1M:   0.018
Avg. volume 1M:   0.000
Avg. price 6M:   0.078
Avg. volume 6M:   0.000
Avg. price 1Y:   0.247
Avg. volume 1Y:   0.000
Volatility 1M:   675.84%
Volatility 6M:   508.09%
Volatility 1Y:   381.84%
Volatility 3Y:   -