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JP Morgan Call 210 VEE 21.06.2024/  DE000JS9SZN1  /

EUWAX
2024-05-03  8:19:57 AM Chg.+0.140 Bid8:07:35 PM Ask8:07:35 PM Underlying Strike price Expiration date Option type
0.750EUR +22.95% 0.750
Bid Size: 25,000		 0.770
Ask Size: 25,000		 VEEVA SYSTEMS A DL-,... 210.00 - 2024-06-21 Call
 

Master data

WKN: JS9SZN
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: VEEVA SYSTEMS A DL-,00001
Type: Warrant
Option type: Call
Strike price: 210.00 -
Maturity: 2024-06-21
Issue date: 2023-03-07
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 23.76
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.57
Historic volatility: 0.33
Parity: -2.23
Time value: 0.79
Break-even: 217.90
Moneyness: 0.89
Premium: 0.16
Premium p.a.: 2.03
Spread abs.: 0.08
Spread %: 11.27%
Delta: 0.34
Theta: -0.15
Omega: 8.08
Rho: 0.08
 

Quote data

Open: 0.750
High: 0.750
Low: 0.750
Previous Close: 0.610
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.63%
1 Month
  -54.82%
3 Months
  -50.98%
YTD
  -36.97%
1 Year
  -54.27%
3 Years     -
5 Years     -
1W High / 1W Low: 0.720 0.610
1M High / 1M Low: 1.730 0.610
6M High / 6M Low: 3.080 0.580
High (YTD): 2024-03-14 3.080
Low (YTD): 2024-05-02 0.610
52W High: 2023-09-07 3.610
52W Low: 2023-12-13 0.580
Avg. price 1W:   0.685
Avg. volume 1W:   0.000
Avg. price 1M:   1.049
Avg. volume 1M:   0.000
Avg. price 6M:   1.541
Avg. volume 6M:   0.000
Avg. price 1Y:   1.863
Avg. volume 1Y:   0.000
Volatility 1M:   131.77%
Volatility 6M:   200.14%
Volatility 1Y:   181.45%
Volatility 3Y:   -