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JP Morgan Call 16 1U1 21.06.2024/  DE000JS56QQ2  /

EUWAX
2024-05-03  11:46:43 AM Chg.0.000 Bid1:02:25 PM Ask1:02:25 PM Underlying Strike price Expiration date Option type
0.140EUR 0.00% 0.140
Bid Size: 10,000		 0.160
Ask Size: 10,000		 1+1 AG INH O.N. 16.00 - 2024-06-21 Call
 

Master data

WKN: JS56QQ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: 1+1 AG INH O.N.
Type: Warrant
Option type: Call
Strike price: 16.00 -
Maturity: 2024-06-21
Issue date: 2023-02-10
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.64
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.04
Implied volatility: 0.69
Historic volatility: 0.33
Parity: 0.04
Time value: 0.15
Break-even: 17.90
Moneyness: 1.03
Premium: 0.09
Premium p.a.: 0.90
Spread abs.: 0.05
Spread %: 35.71%
Delta: 0.60
Theta: -0.02
Omega: 5.17
Rho: 0.01
 

Quote data

Open: 0.140
High: 0.140
Low: 0.140
Previous Close: 0.140
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.22%
1 Month  
+7.69%
3 Months
  -56.25%
YTD
  -58.82%
1 Year  
+300.00%
3 Years     -
5 Years     -
1W High / 1W Low: 0.180 0.140
1M High / 1M Low: 0.180 0.094
6M High / 6M Low: 0.430 0.094
High (YTD): 2024-01-24 0.430
Low (YTD): 2024-04-16 0.094
52W High: 2024-01-24 0.430
52W Low: 2023-07-10 0.011
Avg. price 1W:   0.160
Avg. volume 1W:   0.000
Avg. price 1M:   0.134
Avg. volume 1M:   0.000
Avg. price 6M:   0.241
Avg. volume 6M:   0.000
Avg. price 1Y:   0.175
Avg. volume 1Y:   0.000
Volatility 1M:   154.42%
Volatility 6M:   162.33%
Volatility 1Y:   309.14%
Volatility 3Y:   -