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JP Morgan Call 195 PRG 17.01.2025/  DE000JS5L1M2  /

EUWAX
2024-05-17  9:05:42 AM Chg.+0.010 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.095EUR +11.76% -
Bid Size: -		 -
Ask Size: -		 PROCTER GAMBLE 195.00 - 2025-01-17 Call
 

Master data

WKN: JS5L1M
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: PROCTER GAMBLE
Type: Warrant
Option type: Call
Strike price: 195.00 -
Maturity: 2025-01-17
Issue date: 2022-12-29
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 61.78
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.13
Parity: -4.05
Time value: 0.25
Break-even: 197.50
Moneyness: 0.79
Premium: 0.28
Premium p.a.: 0.44
Spread abs.: 0.15
Spread %: 160.42%
Delta: 0.17
Theta: -0.02
Omega: 10.43
Rho: 0.16
 

Quote data

Open: 0.095
High: 0.095
Low: 0.095
Previous Close: 0.085
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.56%
1 Month  
+79.25%
3 Months  
+10.47%
YTD  
+39.71%
1 Year
  -74.32%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.093 0.080
1M High / 1M Low: 0.096 0.053
6M High / 6M Low: 0.140 0.045
High (YTD): 2024-02-08 0.140
Low (YTD): 2024-04-12 0.045
52W High: 2023-05-18 0.370
52W Low: 2024-04-12 0.045
Avg. price 1W:   0.086
Avg. volume 1W:   0.000
Avg. price 1M:   0.079
Avg. volume 1M:   0.000
Avg. price 6M:   0.090
Avg. volume 6M:   0.000
Avg. price 1Y:   0.163
Avg. volume 1Y:   0.000
Volatility 1M:   158.46%
Volatility 6M:   175.00%
Volatility 1Y:   150.64%
Volatility 3Y:   -