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JP Morgan Call 90 2M6 21.06.2024/  DE000JS9FGR9  /

EUWAX
2024-06-03  9:56:35 AM Chg.+0.004 Bid10:39:11 AM Ask10:39:11 AM Underlying Strike price Expiration date Option type
0.007EUR +133.33% 0.007
Bid Size: 5,000		 0.022
Ask Size: 5,000		 MEDTRONIC PLC DL-... 90.00 - 2024-06-21 Call
 

Master data

WKN: JS9FGR
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: MEDTRONIC PLC DL-,0001
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 2024-06-21
Issue date: 2023-03-10
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 340.81
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.17
Parity: -1.50
Time value: 0.02
Break-even: 90.22
Moneyness: 0.83
Premium: 0.20
Premium p.a.: 41.64
Spread abs.: 0.02
Spread %: 214.29%
Delta: 0.06
Theta: -0.03
Omega: 21.22
Rho: 0.00
 

Quote data

Open: 0.007
High: 0.007
Low: 0.007
Previous Close: 0.003
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.00%
1 Month
  -76.67%
3 Months
  -94.62%
YTD
  -96.96%
1 Year
  -98.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.010 0.003
1M High / 1M Low: 0.089 0.003
6M High / 6M Low: 0.400 0.003
High (YTD): 2024-02-02 0.400
Low (YTD): 2024-05-31 0.003
52W High: 2023-06-20 0.880
52W Low: 2024-05-31 0.003
Avg. price 1W:   0.006
Avg. volume 1W:   0.000
Avg. price 1M:   0.039
Avg. volume 1M:   0.000
Avg. price 6M:   0.172
Avg. volume 6M:   487.805
Avg. price 1Y:   0.308
Avg. volume 1Y:   383.399
Volatility 1M:   585.62%
Volatility 6M:   324.68%
Volatility 1Y:   250.86%
Volatility 3Y:   -