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JP Morgan Call 255 SIE 20.12.2024/  DE000JS8UVL2  /

EUWAX
2024-05-13  10:41:56 AM Chg.- Bid9:42:40 AM Ask9:42:40 AM Underlying Strike price Expiration date Option type
0.100EUR - 0.096
Bid Size: 30,000		 0.110
Ask Size: 30,000		 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: 125.60
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.22
Parity: -6.66
Time value: 0.15
Break-even: 256.50
Moneyness: 0.74
Premium: 0.36
Premium p.a.: 0.66
Spread abs.: 0.05
Spread %: 50.00%
Delta: 0.09
Theta: -0.02
Omega: 11.75
Rho: 0.10
 

Quote data

Open: 0.096
High: 0.100
Low: 0.096
Previous Close: 0.096
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+49.25%
1 Month  
+21.95%
3 Months  
+9.89%
YTD
  -28.57%
1 Year
  -44.44%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.067
1M High / 1M Low: 0.100 0.050
6M High / 6M Low: 0.180 0.044
High (YTD): 2024-03-18 0.180
Low (YTD): 2024-05-03 0.050
52W High: 2023-06-15 0.260
52W Low: 2023-10-27 0.034
Avg. price 1W:   0.085
Avg. volume 1W:   0.000
Avg. price 1M:   0.072
Avg. volume 1M:   0.000
Avg. price 6M:   0.098
Avg. volume 6M:   0.000
Avg. price 1Y:   0.102
Avg. volume 1Y:   0.000
Volatility 1M:   189.40%
Volatility 6M:   189.59%
Volatility 1Y:   184.51%
Volatility 3Y:   -