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JP Morgan Call 20 UTDI 21.06.2024/  DE000JS51MZ3  /

EUWAX
5/23/2024  4:06:05 PM Chg.-0.020 Bid6:06:36 PM Ask6:06:36 PM Underlying Strike price Expiration date Option type
0.220EUR -8.33% 0.220
Bid Size: 3,000		 0.320
Ask Size: 3,000		 UTD.INTERNET AG NA 20.00 - 6/21/2024 Call
 

Master data

WKN: JS51MZ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: UTD.INTERNET AG NA
Type: Warrant
Option type: Call
Strike price: 20.00 -
Maturity: 6/21/2024
Issue date: 2/13/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.94
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.22
Implied volatility: 0.79
Historic volatility: 0.36
Parity: 0.22
Time value: 0.10
Break-even: 23.20
Moneyness: 1.11
Premium: 0.05
Premium p.a.: 0.74
Spread abs.: 0.08
Spread %: 33.33%
Delta: 0.72
Theta: -0.03
Omega: 5.02
Rho: 0.01
 

Quote data

Open: 0.240
High: 0.240
Low: 0.220
Previous Close: 0.240
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -29.03%
1 Month     0.00%
3 Months
  -38.89%
YTD
  -45.00%
1 Year  
+233.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.240
1M High / 1M Low: 0.430 0.220
6M High / 6M Low: 0.550 0.120
High (YTD): 1/26/2024 0.550
Low (YTD): 4/16/2024 0.120
52W High: 1/26/2024 0.550
52W Low: 7/11/2023 0.027
Avg. price 1W:   0.294
Avg. volume 1W:   0.000
Avg. price 1M:   0.296
Avg. volume 1M:   0.000
Avg. price 6M:   0.307
Avg. volume 6M:   0.000
Avg. price 1Y:   0.222
Avg. volume 1Y:   0.000
Volatility 1M:   238.95%
Volatility 6M:   217.59%
Volatility 1Y:   245.67%
Volatility 3Y:   -