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JP Morgan Call 350 MSF 17.01.2025/  DE000JS5BEN0  /

EUWAX
2024-04-19  12:19:46 PM Chg.-0.97 Bid9:35:25 PM Ask9:35:25 PM Underlying Strike price Expiration date Option type
7.28EUR -11.76% 7.07
Bid Size: 50,000		 7.08
Ask Size: 50,000		 MICROSOFT DL-,000... 350.00 - 2025-01-17 Call
 

Master data

WKN: JS5BEN
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: MICROSOFT DL-,00000625
Type: Warrant
Option type: Call
Strike price: 350.00 -
Maturity: 2025-01-17
Issue date: 2022-12-29
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.08
Leverage: Yes

Calculated values

Fair value: 4.98
Intrinsic value: 2.99
Implied volatility: 0.43
Historic volatility: 0.20
Parity: 2.99
Time value: 4.49
Break-even: 424.80
Moneyness: 1.09
Premium: 0.12
Premium p.a.: 0.16
Spread abs.: 0.02
Spread %: 0.27%
Delta: 0.69
Theta: -0.11
Omega: 3.48
Rho: 1.39
 

Quote data

Open: 7.31
High: 7.31
Low: 7.28
Previous Close: 8.25
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.55%
1 Month
  -13.02%
3 Months     0.00%
YTD  
+22.97%
1 Year  
+202.07%
3 Years     -
5 Years     -
1W High / 1W Low: 9.40 8.21
1M High / 1M Low: 9.43 8.21
6M High / 6M Low: 9.43 3.99
High (YTD): 2024-03-22 9.43
Low (YTD): 2024-01-05 5.38
52W High: 2024-03-22 9.43
52W Low: 2023-04-25 2.09
Avg. price 1W:   8.64
Avg. volume 1W:   0.00
Avg. price 1M:   8.82
Avg. volume 1M:   0.00
Avg. price 6M:   6.99
Avg. volume 6M:   0.00
Avg. price 1Y:   5.54
Avg. volume 1Y:   0.00
Volatility 1M:   58.79%
Volatility 6M:   72.93%
Volatility 1Y:   89.30%
Volatility 3Y:   -