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JP Morgan Call 330 MSF 17.01.2025/  DE000JS5BEJ8  /

EUWAX
2024-04-23  9:01:09 AM Chg.-0.08 Bid8:19:21 PM Ask8:19:21 PM Underlying Strike price Expiration date Option type
8.65EUR -0.92% 9.04
Bid Size: 30,000		 9.05
Ask Size: 30,000		 MICROSOFT DL-,000... 330.00 - 2025-01-17 Call
 

Master data

WKN: JS5BEJ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: MICROSOFT DL-,00000625
Type: Warrant
Option type: Call
Strike price: 330.00 -
Maturity: 2025-01-17
Issue date: 2022-12-29
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.37
Leverage: Yes

Calculated values

Fair value: 6.14
Intrinsic value: 4.64
Implied volatility: 0.45
Historic volatility: 0.20
Parity: 4.64
Time value: 3.97
Break-even: 416.10
Moneyness: 1.14
Premium: 0.11
Premium p.a.: 0.15
Spread abs.: 0.02
Spread %: 0.23%
Delta: 0.73
Theta: -0.11
Omega: 3.18
Rho: 1.38
 

Quote data

Open: 8.65
High: 8.65
Low: 8.65
Previous Close: 8.73
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.92%
1 Month
  -21.08%
3 Months  
+0.12%
YTD  
+21.83%
1 Year  
+192.23%
3 Years     -
5 Years     -
1W High / 1W Low: 9.82 8.72
1M High / 1M Low: 10.96 8.72
6M High / 6M Low: 10.96 4.97
High (YTD): 2024-04-12 10.96
Low (YTD): 2024-01-05 6.54
52W High: 2024-04-12 10.96
52W Low: 2023-04-25 2.66
Avg. price 1W:   9.35
Avg. volume 1W:   0.00
Avg. price 1M:   10.15
Avg. volume 1M:   0.00
Avg. price 6M:   8.36
Avg. volume 6M:   0.00
Avg. price 1Y:   6.70
Avg. volume 1Y:   0.00
Volatility 1M:   59.86%
Volatility 6M:   66.40%
Volatility 1Y:   82.44%
Volatility 3Y:   -