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JP Morgan Call 60 CCC3 21.06.2024/  DE000JS7H570  /

EUWAX
2024-05-23  1:17:08 PM Chg.0.000 Bid8:58:43 PM Ask8:58:43 PM Underlying Strike price Expiration date Option type
0.290EUR 0.00% 0.220
Bid Size: 200,000		 0.230
Ask Size: 200,000		 COCA-COLA CO. D... 60.00 - 2024-06-21 Call
 

Master data

WKN: JS7H57
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: COCA-COLA CO. DL-,25
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 2024-06-21
Issue date: 2023-01-31
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 18.77
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.58
Historic volatility: 0.12
Parity: -0.18
Time value: 0.31
Break-even: 63.10
Moneyness: 0.97
Premium: 0.08
Premium p.a.: 1.77
Spread abs.: 0.01
Spread %: 3.33%
Delta: 0.47
Theta: -0.07
Omega: 8.75
Rho: 0.02
 

Quote data

Open: 0.290
High: 0.290
Low: 0.290
Previous Close: 0.290
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.12%
1 Month  
+81.25%
3 Months  
+11.54%
YTD  
+38.10%
1 Year
  -49.12%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.270
1M High / 1M Low: 0.360 0.160
6M High / 6M Low: 0.360 0.074
High (YTD): 2024-05-14 0.360
Low (YTD): 2024-04-16 0.074
52W High: 2023-06-16 0.570
52W Low: 2024-04-16 0.074
Avg. price 1W:   0.308
Avg. volume 1W:   0.000
Avg. price 1M:   0.276
Avg. volume 1M:   0.000
Avg. price 6M:   0.216
Avg. volume 6M:   0.000
Avg. price 1Y:   0.288
Avg. volume 1Y:   0.000
Volatility 1M:   133.30%
Volatility 6M:   196.43%
Volatility 1Y:   168.05%
Volatility 3Y:   -