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JP Morgan Call 300 HDI 21.06.2024/  DE000JS8SKR6  /

EUWAX
2024-05-20  10:12:19 AM Chg.- Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
4.18EUR - -
Bid Size: -		 -
Ask Size: -		 HOME DEPOT INC. D... 300.00 - 2024-06-21 Call
 

Master data

WKN: JS8SKR
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: HOME DEPOT INC. DL-,05
Type: Warrant
Option type: Call
Strike price: 300.00 -
Maturity: 2024-06-21
Issue date: 2023-02-23
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.41
Leverage: Yes

Calculated values

Fair value: 1.28
Intrinsic value: 0.97
Implied volatility: 1.04
Historic volatility: 0.17
Parity: 0.97
Time value: 3.21
Break-even: 341.80
Moneyness: 1.03
Premium: 0.10
Premium p.a.: 2.32
Spread abs.: 0.05
Spread %: 1.21%
Delta: 0.61
Theta: -0.61
Omega: 4.48
Rho: 0.12
 

Quote data

Open: 4.18
High: 4.18
Low: 4.18
Previous Close: 4.06
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.93%
1 Month  
+11.17%
3 Months
  -39.24%
YTD
  -18.99%
1 Year  
+37.95%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.54 4.06
1M High / 1M Low: 4.59 3.40
6M High / 6M Low: 9.11 2.46
High (YTD): 2024-03-22 9.11
Low (YTD): 2024-04-19 3.30
52W High: 2024-03-22 9.11
52W Low: 2023-10-27 1.51
Avg. price 1W:   4.26
Avg. volume 1W:   0.00
Avg. price 1M:   3.94
Avg. volume 1M:   0.00
Avg. price 6M:   5.41
Avg. volume 6M:   0.00
Avg. price 1Y:   4.33
Avg. volume 1Y:   0.00
Volatility 1M:   161.00%
Volatility 6M:   120.72%
Volatility 1Y:   119.39%
Volatility 3Y:   -