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JP Morgan Call 110 5UR 21.06.2024/  DE000JS6ZSV0  /

EUWAX
2024-06-07  8:39:36 AM Chg.-0.008 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.075EUR -9.64% -
Bid Size: -		 -
Ask Size: -		 RTX CORP. ... 110.00 - 2024-06-21 Call
 

Master data

WKN: JS6ZSV
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: RTX CORP. -,01
Type: Warrant
Option type: Call
Strike price: 110.00 -
Maturity: 2024-06-21
Issue date: 2023-01-31
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 119.67
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.20
Parity: -1.07
Time value: 0.08
Break-even: 110.83
Moneyness: 0.90
Premium: 0.12
Premium p.a.: 16.43
Spread abs.: 0.01
Spread %: 13.70%
Delta: 0.17
Theta: -0.09
Omega: 19.90
Rho: 0.01
 

Quote data

Open: 0.075
High: 0.075
Low: 0.075
Previous Close: 0.083
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+66.67%
1 Month  
+87.50%
3 Months  
+212.50%
YTD  
+120.59%
1 Year
  -87.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.090 0.068
1M High / 1M Low: 0.090 0.024
6M High / 6M Low: 0.150 0.018
High (YTD): 2024-04-22 0.150
Low (YTD): 2024-03-05 0.018
52W High: 2023-06-13 0.620
52W Low: 2023-11-21 0.017
Avg. price 1W:   0.078
Avg. volume 1W:   0.000
Avg. price 1M:   0.058
Avg. volume 1M:   0.000
Avg. price 6M:   0.048
Avg. volume 6M:   0.000
Avg. price 1Y:   0.111
Avg. volume 1Y:   0.000
Volatility 1M:   575.46%
Volatility 6M:   376.35%
Volatility 1Y:   318.39%
Volatility 3Y:   -