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JP Morgan Call 150 TGR 21.06.2024/  DE000JS53CE5  /

EUWAX
2024-05-31  11:44:56 AM Chg.+0.002 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.007EUR +40.00% -
Bid Size: -		 -
Ask Size: -		 YUM BRANDS 150.00 - 2024-06-21 Call
 

Master data

WKN: JS53CE
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: YUM BRANDS
Type: Warrant
Option type: Call
Strike price: 150.00 -
Maturity: 2024-06-21
Issue date: 2023-02-13
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 105.57
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.61
Historic volatility: 0.14
Parity: -2.33
Time value: 0.12
Break-even: 151.20
Moneyness: 0.84
Premium: 0.19
Premium p.a.: 24.25
Spread abs.: 0.10
Spread %: 650.00%
Delta: 0.14
Theta: -0.10
Omega: 14.57
Rho: 0.01
 

Quote data

Open: 0.007
High: 0.007
Low: 0.007
Previous Close: 0.005
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -56.25%
1 Month
  -69.57%
3 Months
  -95.88%
YTD
  -94.62%
1 Year
  -99.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.029 0.005
1M High / 1M Low: 0.041 0.005
6M High / 6M Low: 0.240 0.005
High (YTD): 2024-03-08 0.240
Low (YTD): 2024-05-30 0.005
52W High: 2023-06-15 0.960
52W Low: 2024-05-30 0.005
Avg. price 1W:   0.015
Avg. volume 1W:   0.000
Avg. price 1M:   0.019
Avg. volume 1M:   0.000
Avg. price 6M:   0.096
Avg. volume 6M:   0.000
Avg. price 1Y:   0.269
Avg. volume 1Y:   0.000
Volatility 1M:   931.23%
Volatility 6M:   503.33%
Volatility 1Y:   369.67%
Volatility 3Y:   -