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

EUWAX
2024-05-16  8:19:54 AM Chg.-0.011 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.062EUR -15.07% -
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: 145.96
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.26
Parity: -1.44
Time value: 0.11
Break-even: 17.61
Moneyness: 0.92
Premium: 0.10
Premium p.a.: 1.55
Spread abs.: 0.05
Spread %: 69.23%
Delta: 0.17
Theta: 0.00
Omega: 24.09
Rho: 0.00
 

Quote data

Open: 0.062
High: 0.062
Low: 0.062
Previous Close: 0.073
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -37.37%
1 Month
  -30.34%
3 Months  
+72.22%
YTD
  -28.74%
1 Year
  -43.64%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.099 0.061
1M High / 1M Low: 0.290 0.059
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:   0.078
Avg. volume 1W:   0.000
Avg. price 1M:   0.100
Avg. volume 1M:   0.000
Avg. price 6M:   0.070
Avg. volume 6M:   0.000
Avg. price 1Y:   0.070
Avg. volume 1Y:   19.531
Volatility 1M:   772.49%
Volatility 6M:   359.84%
Volatility 1Y:   275.45%
Volatility 3Y:   -