JP Morgan Call 7350 S&P 500 Index.../  DE000JK52EE0  /

EUWAX
2024-05-22  8:43:01 AM Chg.- Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.170EUR - -
Bid Size: -
-
Ask Size: -
- 7,350.00 - 2025-12-19 Call
 

Master data

WKN: JK52EE
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 7,350.00 -
Maturity: 2025-12-19
Issue date: 2024-04-16
Last trading day: 2025-12-18
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 295.63
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.12
Historic volatility: 0.11
Parity: -20.29
Time value: 0.18
Break-even: 7,368.00
Moneyness: 0.72
Premium: 0.38
Premium p.a.: 0.23
Spread abs.: 0.01
Spread %: 5.88%
Delta: 0.05
Theta: -0.11
Omega: 16.03
Rho: 4.26
 

Quote data

Open: 0.170
High: 0.170
Low: 0.170
Previous Close: 0.170
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.56%
1 Month  
+41.67%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.170
1M High / 1M Low: 0.180 0.120
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.174
Avg. volume 1W:   0.000
Avg. price 1M:   0.146
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   130.20%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -