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JP Morgan Call 380 AP3 17.01.2025/  DE000JS6WLG3  /

EUWAX
2024-06-03  11:32:22 AM Chg.+0.018 Bid12:52:36 PM Ask12:52:36 PM Underlying Strike price Expiration date Option type
0.071EUR +33.96% 0.069
Bid Size: 500		 0.370
Ask Size: 500		 AIR PROD. CHEM. ... 380.00 - 2025-01-17 Call
 

Master data

WKN: JS6WLG
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AIR PROD. CHEM. DL 1
Type: Warrant
Option type: Call
Strike price: 380.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 66.42
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.25
Parity: -13.43
Time value: 0.37
Break-even: 383.70
Moneyness: 0.65
Premium: 0.56
Premium p.a.: 1.04
Spread abs.: 0.30
Spread %: 406.85%
Delta: 0.11
Theta: -0.03
Omega: 7.62
Rho: 0.15
 

Quote data

Open: 0.071
High: 0.071
Low: 0.071
Previous Close: 0.053
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.74%
1 Month  
+36.54%
3 Months
  -19.32%
YTD
  -81.32%
1 Year
  -93.04%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.073 0.052
1M High / 1M Low: 0.078 0.039
6M High / 6M Low: 0.380 0.039
High (YTD): 2024-01-09 0.350
Low (YTD): 2024-05-15 0.039
52W High: 2023-07-25 1.460
52W Low: 2024-05-15 0.039
Avg. price 1W:   0.064
Avg. volume 1W:   0.000
Avg. price 1M:   0.055
Avg. volume 1M:   0.000
Avg. price 6M:   0.142
Avg. volume 6M:   0.000
Avg. price 1Y:   0.555
Avg. volume 1Y:   0.000
Volatility 1M:   196.40%
Volatility 6M:   206.02%
Volatility 1Y:   184.73%
Volatility 3Y:   -