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JP Morgan Call 195 UWS 21.06.2024/  DE000JS81KZ4  /

EUWAX
2024-05-17  9:54:46 AM Chg.+0.26 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
1.67EUR +18.44% -
Bid Size: -		 -
Ask Size: -		 WASTE MANAGEMENT 195.00 - 2024-06-21 Call
 

Master data

WKN: JS81KZ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: WASTE MANAGEMENT
Type: Warrant
Option type: Call
Strike price: 195.00 -
Maturity: 2024-06-21
Issue date: 2023-03-10
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.73
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.00
Implied volatility: 0.71
Historic volatility: 0.14
Parity: -0.14
Time value: 1.65
Break-even: 211.50
Moneyness: 0.99
Premium: 0.09
Premium p.a.: 1.58
Spread abs.: 0.15
Spread %: 10.00%
Delta: 0.54
Theta: -0.26
Omega: 6.30
Rho: 0.08
 

Quote data

Open: 1.67
High: 1.67
Low: 1.67
Previous Close: 1.41
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.03%
1 Month  
+17.61%
3 Months  
+56.07%
YTD  
+456.67%
1 Year  
+156.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.67 1.41
1M High / 1M Low: 1.89 1.30
6M High / 6M Low: 2.07 0.13
High (YTD): 2024-03-28 2.07
Low (YTD): 2024-01-08 0.25
52W High: 2024-03-28 2.07
52W Low: 2023-10-02 0.09
Avg. price 1W:   1.56
Avg. volume 1W:   0.00
Avg. price 1M:   1.56
Avg. volume 1M:   0.00
Avg. price 6M:   1.00
Avg. volume 6M:   0.00
Avg. price 1Y:   0.66
Avg. volume 1Y:   0.00
Volatility 1M:   157.31%
Volatility 6M:   157.86%
Volatility 1Y:   194.84%
Volatility 3Y:   -