OverviewChartNewsTraderScreen

JP Morgan Call 17.5 DBK 21.06.202.../  DE000JS36L53  /

EUWAX
2024-05-20  8:19:52 AM Chg.+0.005 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.051EUR +10.87% -
Bid Size: -		 -
Ask Size: -		 DEUTSCHE BANK AG NA ... 17.50 - 2024-06-21 Call
 

Master data

WKN: JS36L5
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: DEUTSCHE BANK AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 17.50 -
Maturity: 2024-06-21
Issue date: 2022-12-28
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 156.36
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.26
Parity: -1.86
Time value: 0.10
Break-even: 17.60
Moneyness: 0.89
Premium: 0.13
Premium p.a.: 2.86
Spread abs.: 0.04
Spread %: 63.93%
Delta: 0.14
Theta: -0.01
Omega: 21.46
Rho: 0.00
 

Quote data

Open: 0.051
High: 0.051
Low: 0.051
Previous Close: 0.046
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.39%
1 Month
  -36.25%
3 Months  
+82.14%
YTD
  -41.38%
1 Year
  -60.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.073 0.046
1M High / 1M Low: 0.290 0.046
6M High / 6M Low: 0.290 0.025
High (YTD): 2024-04-26 0.290
Low (YTD): 2024-02-28 0.025
52W High: 2024-04-26 0.290
52W Low: 2024-02-28 0.025
Avg. price 1W:   0.059
Avg. volume 1W:   0.000
Avg. price 1M:   0.096
Avg. volume 1M:   0.000
Avg. price 6M:   0.070
Avg. volume 6M:   0.000
Avg. price 1Y:   0.069
Avg. volume 1Y:   19.608
Volatility 1M:   783.31%
Volatility 6M:   361.95%
Volatility 1Y:   277.51%
Volatility 3Y:   -