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JP Morgan Call 156 USD/JPY 21.06..../  DE000JS6NTC4  /

EUWAX
2024-05-03  5:07:27 PM Chg.-0.160 Bid5:11:57 PM Ask5:11:57 PM Underlying Strike price Expiration date Option type
0.440EUR -26.67% 0.440
Bid Size: 25,000		 0.450
Ask Size: 25,000		 - 156.00 - 2024-06-21 Call
 

Master data

WKN: JS6NTC
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 156.00 -
Maturity: 2024-06-21
Issue date: 2023-01-31
Last trading day: 2024-06-20
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 22,598.57
Leverage: Yes

Calculated values

Fair value: 126.32
Intrinsic value: 0.00
Implied volatility: 0.01
Historic volatility: 0.09
Parity: -232.98
Time value: 0.68
Break-even: 156.01
Moneyness: 0.99
Premium: 0.02
Premium p.a.: 0.12
Spread abs.: 0.07
Spread %: 11.48%
Delta: 0.02
Theta: 0.00
Omega: 535.91
Rho: 0.00
 

Quote data

Open: 0.560
High: 0.560
Low: 0.440
Previous Close: 0.600
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -74.42%
1 Month  
+69.23%
3 Months  
+46.67%
YTD  
+214.29%
1 Year  
+76.00%
3 Years     -
5 Years     -
1W High / 1W Low: 1.720 0.600
1M High / 1M Low: 1.720 0.220
6M High / 6M Low: 1.720 0.089
High (YTD): 2024-04-26 1.720
Low (YTD): 2024-03-11 0.089
52W High: 2024-04-26 1.720
52W Low: 2024-03-11 0.089
Avg. price 1W:   1.275
Avg. volume 1W:   0.000
Avg. price 1M:   0.685
Avg. volume 1M:   0.000
Avg. price 6M:   0.376
Avg. volume 6M:   0.000
Avg. price 1Y:   0.389
Avg. volume 1Y:   0.000
Volatility 1M:   512.20%
Volatility 6M:   335.95%
Volatility 1Y:   262.95%
Volatility 3Y:   -