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JP Morgan Call 200 ALD 21.06.2024/  DE000JS8ZLZ2  /

EUWAX
2024-05-02  10:20:26 AM Chg.- Bid9:19:20 AM Ask9:19:20 AM Underlying Strike price Expiration date Option type
0.280EUR - 0.200
Bid Size: 2,000		 0.280
Ask Size: 2,000		 HONEYWELL INTL ... 200.00 - 2024-06-21 Call
 

Master data

WKN: JS8ZLZ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: HONEYWELL INTL DL1
Type: Warrant
Option type: Call
Strike price: 200.00 -
Maturity: 2024-06-21
Issue date: 2023-03-06
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 62.84
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.15
Parity: -1.78
Time value: 0.29
Break-even: 202.90
Moneyness: 0.91
Premium: 0.11
Premium p.a.: 1.19
Spread abs.: 0.08
Spread %: 38.10%
Delta: 0.24
Theta: -0.07
Omega: 15.33
Rho: 0.06
 

Quote data

Open: 0.280
High: 0.280
Low: 0.280
Previous Close: 0.220
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.69%
1 Month
  -61.64%
3 Months
  -63.16%
YTD
  -83.23%
1 Year
  -86.07%
3 Years     -
5 Years     -
1W High / 1W Low: 0.280 0.220
1M High / 1M Low: 0.730 0.220
6M High / 6M Low: 1.710 0.220
High (YTD): 2024-01-02 1.660
Low (YTD): 2024-04-30 0.220
52W High: 2023-07-04 2.360
52W Low: 2024-04-30 0.220
Avg. price 1W:   0.250
Avg. volume 1W:   0.000
Avg. price 1M:   0.437
Avg. volume 1M:   0.000
Avg. price 6M:   0.873
Avg. volume 6M:   80.645
Avg. price 1Y:   1.180
Avg. volume 1Y:   39.063
Volatility 1M:   287.46%
Volatility 6M:   184.53%
Volatility 1Y:   153.26%
Volatility 3Y:   -