OverviewChartNewsTraderScreen

JP Morgan Call 255 SIE 20.12.2024/  DE000JS8UVL2  /

EUWAX
2024-05-28  9:53:28 AM Chg.+0.005 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.054EUR +10.20% -
Bid Size: -		 -
Ask Size: -		 SIEMENS AG NA O.N. 255.00 - 2024-12-20 Call
 

Master data

WKN: JS8UVL
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 255.00 -
Maturity: 2024-12-20
Issue date: 2023-03-15
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 178.92
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.23
Parity: -7.61
Time value: 0.10
Break-even: 256.00
Moneyness: 0.70
Premium: 0.43
Premium p.a.: 0.89
Spread abs.: 0.05
Spread %: 100.00%
Delta: 0.07
Theta: -0.01
Omega: 11.90
Rho: 0.06
 

Quote data

Open: 0.054
High: 0.054
Low: 0.054
Previous Close: 0.049
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+31.71%
1 Month
  -11.48%
3 Months
  -58.46%
YTD
  -61.43%
1 Year
  -75.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.049 0.040
1M High / 1M Low: 0.100 0.040
6M High / 6M Low: 0.180 0.040
High (YTD): 2024-03-18 0.180
Low (YTD): 2024-05-22 0.040
52W High: 2023-06-15 0.260
52W Low: 2023-10-27 0.034
Avg. price 1W:   0.043
Avg. volume 1W:   0.000
Avg. price 1M:   0.062
Avg. volume 1M:   0.000
Avg. price 6M:   0.097
Avg. volume 6M:   0.000
Avg. price 1Y:   0.096
Avg. volume 1Y:   0.000
Volatility 1M:   242.05%
Volatility 6M:   195.49%
Volatility 1Y:   188.94%
Volatility 3Y:   -