OverviewChartNewsTraderScreen

JP Morgan Call 210 UWS 21.06.2024/  DE000JS88HS0  /

EUWAX
2024-05-09  9:03:30 AM Chg.-0.060 Bid11:18:11 AM Ask11:18:11 AM Underlying Strike price Expiration date Option type
0.430EUR -12.24% 0.430
Bid Size: 2,000		 0.510
Ask Size: 2,000		 WASTE MANAGEMENT 210.00 - 2024-06-21 Call
 

Master data

WKN: JS88HS
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: WASTE MANAGEMENT
Type: Warrant
Option type: Call
Strike price: 210.00 -
Maturity: 2024-06-21
Issue date: 2023-03-14
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 36.87
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.14
Parity: -1.46
Time value: 0.53
Break-even: 215.30
Moneyness: 0.93
Premium: 0.10
Premium p.a.: 1.28
Spread abs.: 0.08
Spread %: 17.78%
Delta: 0.33
Theta: -0.12
Omega: 12.20
Rho: 0.07
 

Quote data

Open: 0.430
High: 0.430
Low: 0.430
Previous Close: 0.490
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.24%
1 Month
  -25.86%
3 Months  
+126.32%
YTD  
+532.35%
1 Year
  -10.42%
3 Years     -
5 Years     -
1W High / 1W Low: 0.520 0.370
1M High / 1M Low: 0.790 0.370
6M High / 6M Low: 0.980 0.028
High (YTD): 2024-03-28 0.980
Low (YTD): 2024-01-08 0.056
52W High: 2024-03-28 0.980
52W Low: 2023-11-29 0.028
Avg. price 1W:   0.464
Avg. volume 1W:   0.000
Avg. price 1M:   0.559
Avg. volume 1M:   0.000
Avg. price 6M:   0.360
Avg. volume 6M:   0.000
Avg. price 1Y:   0.259
Avg. volume 1Y:   0.000
Volatility 1M:   273.68%
Volatility 6M:   245.55%
Volatility 1Y:   250.36%
Volatility 3Y:   -