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JP Morgan Call 85 SWKS 21.06.2024/  DE000JB5NJN3  /

EUWAX
2024-06-10  10:22:25 AM Chg.-0.110 Bid10:00:46 PM Ask10:00:46 PM Underlying Strike price Expiration date Option type
0.570EUR -16.18% -
Bid Size: -		 -
Ask Size: -		 Skyworks Solutions I... 85.00 USD 2024-06-21 Call
 

Master data

WKN: JB5NJN
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Skyworks Solutions Inc
Type: Warrant
Option type: Call
Strike price: 85.00 USD
Maturity: 2024-06-21
Issue date: 2023-11-02
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.19
Leverage: Yes

Calculated values

Fair value: 0.56
Intrinsic value: 0.54
Implied volatility: 0.39
Historic volatility: 0.28
Parity: 0.54
Time value: 0.05
Break-even: 84.80
Moneyness: 1.07
Premium: 0.01
Premium p.a.: 0.24
Spread abs.: 0.05
Spread %: 8.47%
Delta: 0.85
Theta: -0.07
Omega: 12.04
Rho: 0.02
 

Quote data

Open: 0.570
High: 0.570
Low: 0.570
Previous Close: 0.680
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -22.97%
3 Months
  -74.44%
YTD
  -79.93%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.760 0.600
1M High / 1M Low: 0.910 0.580
6M High / 6M Low: 2.860 0.580
High (YTD): 2024-01-02 2.700
Low (YTD): 2024-05-31 0.580
52W High: - -
52W Low: - -
Avg. price 1W:   0.676
Avg. volume 1W:   0.000
Avg. price 1M:   0.739
Avg. volume 1M:   0.000
Avg. price 6M:   1.770
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   205.87%
Volatility 6M:   166.46%
Volatility 1Y:   -
Volatility 3Y:   -