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JP Morgan Call 100 DWD 21.06.2024/  DE000JQ5SR30  /

EUWAX
6/3/2024  8:37:47 AM Chg.+0.013 Bid1:04:02 PM Ask1:04:02 PM Underlying Strike price Expiration date Option type
0.100EUR +14.94% 0.087
Bid Size: 20,000		 0.097
Ask Size: 20,000		 MORGAN STANLEY D... 100.00 - 6/21/2024 Call
 

Master data

WKN: JQ5SR3
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: MORGAN STANLEY DL-,01
Type: Warrant
Option type: Call
Strike price: 100.00 -
Maturity: 6/21/2024
Issue date: 8/31/2022
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 81.96
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.22
Parity: -0.98
Time value: 0.11
Break-even: 101.10
Moneyness: 0.90
Premium: 0.12
Premium p.a.: 9.21
Spread abs.: 0.01
Spread %: 10.00%
Delta: 0.20
Theta: -0.08
Omega: 16.53
Rho: 0.01
 

Quote data

Open: 0.100
High: 0.100
Low: 0.100
Previous Close: 0.087
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -41.18%
1 Month  
+38.89%
3 Months  
+69.49%
YTD
  -69.70%
1 Year
  -72.97%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.069
1M High / 1M Low: 0.290 0.069
6M High / 6M Low: 0.330 0.047
High (YTD): 1/3/2024 0.320
Low (YTD): 4/15/2024 0.047
52W High: 7/26/2023 0.600
52W Low: 11/1/2023 0.033
Avg. price 1W:   0.127
Avg. volume 1W:   0.000
Avg. price 1M:   0.172
Avg. volume 1M:   0.000
Avg. price 6M:   0.131
Avg. volume 6M:   0.000
Avg. price 1Y:   0.189
Avg. volume 1Y:   0.000
Volatility 1M:   518.80%
Volatility 6M:   439.12%
Volatility 1Y:   342.67%
Volatility 3Y:   -