JP Morgan Call 490 DCO 21.06.2024/  DE000JS81LJ6  /

EUWAX
2024-06-06  10:00:32 AM Chg.0.000 Bid12:44:49 PM Ask12:44:49 PM Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.001
Bid Size: 7,500
0.011
Ask Size: 7,500
DEERE CO. ... 490.00 - 2024-06-21 Call
 

Master data

WKN: JS81LJ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: DEERE CO. DL 1
Type: Warrant
Option type: Call
Strike price: 490.00 -
Maturity: 2024-06-21
Issue date: 2023-03-10
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 310.16
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.98
Historic volatility: 0.20
Parity: -1.49
Time value: 0.01
Break-even: 491.10
Moneyness: 0.70
Premium: 0.44
Premium p.a.: 0.00
Spread abs.: 0.01
Spread %: 1,000.00%
Delta: 0.04
Theta: -0.21
Omega: 13.27
Rho: 0.01
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -85.71%
3 Months
  -83.33%
YTD
  -98.21%
1 Year
  -99.09%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.007 0.001
6M High / 6M Low: 0.060 0.001
High (YTD): 2024-01-02 0.060
Low (YTD): 2024-06-05 0.001
52W High: 2023-07-25 0.360
52W Low: 2024-06-05 0.001
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.004
Avg. volume 1M:   0.000
Avg. price 6M:   0.018
Avg. volume 6M:   0.000
Avg. price 1Y:   0.095
Avg. volume 1Y:   0.000
Volatility 1M:   315.68%
Volatility 6M:   300.78%
Volatility 1Y:   248.96%
Volatility 3Y:   -