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JP Morgan Call 15 J5A 21.06.2024/  DE000JS12005  /

EUWAX
2024-06-03  11:21:39 AM Chg.+0.001 Bid6:09:11 PM Ask6:09:11 PM Underlying Strike price Expiration date Option type
0.003EUR +50.00% 0.003
Bid Size: 250,000		 0.013
Ask Size: 250,000		 WB DISCOVERY SER.A D... 15.00 - 2024-06-21 Call
 

Master data

WKN: JS1200
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: WB DISCOVERY SER.A DL-,01
Type: Warrant
Option type: Call
Strike price: 15.00 -
Maturity: 2024-06-21
Issue date: 2022-10-28
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 58.41
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 2.01
Historic volatility: 0.46
Parity: -0.74
Time value: 0.01
Break-even: 15.13
Moneyness: 0.51
Premium: 0.99
Premium p.a.: 0.00
Spread abs.: 0.01
Spread %: 333.33%
Delta: 0.10
Theta: -0.02
Omega: 5.66
Rho: 0.00
 

Quote data

Open: 0.003
High: 0.003
Low: 0.003
Previous Close: 0.002
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+200.00%
1 Month  
+200.00%
3 Months
  -62.50%
YTD
  -95.77%
1 Year
  -98.13%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.005 0.001
1M High / 1M Low: 0.005 0.001
6M High / 6M Low: 0.100 0.001
High (YTD): 2024-01-03 0.063
Low (YTD): 2024-05-28 0.001
52W High: 2023-08-09 0.270
52W Low: 2024-05-28 0.001
Avg. price 1W:   0.003
Avg. volume 1W:   0.000
Avg. price 1M:   0.002
Avg. volume 1M:   0.000
Avg. price 6M:   0.023
Avg. volume 6M:   0.000
Avg. price 1Y:   0.079
Avg. volume 1Y:   0.000
Volatility 1M:   1,443.77%
Volatility 6M:   631.74%
Volatility 1Y:   472.53%
Volatility 3Y:   -