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JP Morgan Call 215 SIE 21.06.2024/  DE000JS7P375  /

EUWAX
2024-04-26  11:12:55 AM Chg.0.000 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.011EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 SIEMENS AG NA O.N. 215.00 - 2024-06-21 Call
 

Master data

WKN: JS7P37
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 215.00 -
Maturity: 2024-06-21
Issue date: 2023-02-10
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 322.95
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.22
Parity: -3.74
Time value: 0.06
Break-even: 215.55
Moneyness: 0.83
Premium: 0.21
Premium p.a.: 2.61
Spread abs.: 0.04
Spread %: 266.67%
Delta: 0.06
Theta: -0.02
Omega: 20.55
Rho: 0.02
 

Quote data

Open: 0.011
High: 0.011
Low: 0.011
Previous Close: 0.011
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.67%
1 Month
  -67.65%
3 Months
  -80.00%
YTD
  -88.30%
1 Year
  -94.21%
3 Years     -
5 Years     -
1W High / 1W Low: 0.018 0.011
1M High / 1M Low: 0.035 0.011
6M High / 6M Low: 0.130 0.011
High (YTD): 2024-03-15 0.130
Low (YTD): 2024-04-26 0.011
52W High: 2023-06-15 0.310
52W Low: 2024-04-26 0.011
Avg. price 1W:   0.013
Avg. volume 1W:   0.000
Avg. price 1M:   0.021
Avg. volume 1M:   0.000
Avg. price 6M:   0.051
Avg. volume 6M:   0.000
Avg. price 1Y:   0.086
Avg. volume 1Y:   0.000
Volatility 1M:   503.64%
Volatility 6M:   329.49%
Volatility 1Y:   267.36%
Volatility 3Y:   -