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JP Morgan Call 200 AMT 17.01.2025/  DE000JS8SSE7  /

EUWAX
2024-05-03  4:38:29 PM Chg.+0.14 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
1.01EUR +16.09% -
Bid Size: -		 -
Ask Size: -		 American Tower Corpo... 200.00 - 2025-01-17 Call
 

Master data

WKN: JS8SSE
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: American Tower Corporation
Type: Warrant
Option type: Call
Strike price: 200.00 -
Maturity: 2025-01-17
Issue date: 2023-02-24
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.91
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.23
Parity: -3.26
Time value: 0.99
Break-even: 209.90
Moneyness: 0.84
Premium: 0.25
Premium p.a.: 0.38
Spread abs.: 0.10
Spread %: 11.24%
Delta: 0.35
Theta: -0.04
Omega: 5.97
Rho: 0.35
 

Quote data

Open: 0.90
High: 1.01
Low: 0.90
Previous Close: 0.87
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+42.25%
1 Month
  -29.37%
3 Months
  -46.84%
YTD
  -71.14%
1 Year
  -66.22%
3 Years     -
5 Years     -
1W High / 1W Low: 0.87 0.69
1M High / 1M Low: 1.48 0.69
6M High / 6M Low: 3.51 0.69
High (YTD): 2024-01-04 3.51
Low (YTD): 2024-04-29 0.69
52W High: 2024-01-04 3.51
52W Low: 2024-04-29 0.69
Avg. price 1W:   0.76
Avg. volume 1W:   0.00
Avg. price 1M:   0.98
Avg. volume 1M:   0.00
Avg. price 6M:   2.16
Avg. volume 6M:   0.00
Avg. price 1Y:   2.13
Avg. volume 1Y:   0.00
Volatility 1M:   153.02%
Volatility 6M:   105.62%
Volatility 1Y:   111.10%
Volatility 3Y:   -