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JP Morgan Call 195 PRG 17.01.2025/  DE000JS5L1M2  /

EUWAX
2024-05-03  12:12:54 PM Chg.+0.006 Bid7:34:09 PM Ask7:34:09 PM Underlying Strike price Expiration date Option type
0.096EUR +6.67% 0.085
Bid Size: 25,000		 0.130
Ask Size: 25,000		 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: 52.65
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.13
Parity: -4.23
Time value: 0.29
Break-even: 197.90
Moneyness: 0.78
Premium: 0.30
Premium p.a.: 0.44
Spread abs.: 0.20
Spread %: 215.22%
Delta: 0.18
Theta: -0.02
Omega: 9.51
Rho: 0.18
 

Quote data

Open: 0.096
High: 0.096
Low: 0.096
Previous Close: 0.090
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+17.07%
1 Month  
+21.52%
3 Months
  -31.43%
YTD  
+41.18%
1 Year
  -76.00%
3 Years     -
5 Years     -
1W High / 1W Low: 0.090 0.070
1M High / 1M Low: 0.090 0.045
6M High / 6M Low: 0.180 0.045
High (YTD): 2024-02-08 0.140
Low (YTD): 2024-04-12 0.045
52W High: 2023-05-08 0.400
52W Low: 2024-04-12 0.045
Avg. price 1W:   0.079
Avg. volume 1W:   0.000
Avg. price 1M:   0.064
Avg. volume 1M:   0.000
Avg. price 6M:   0.096
Avg. volume 6M:   0.000
Avg. price 1Y:   0.175
Avg. volume 1Y:   0.000
Volatility 1M:   192.74%
Volatility 6M:   173.54%
Volatility 1Y:   149.29%
Volatility 3Y:   -