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JP Morgan Call 45 MOS 17.01.2025/  DE000JS954P6  /

EUWAX
2024-06-11  11:22:53 AM Chg.+0.002 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.024EUR +9.09% -
Bid Size: -		 -
Ask Size: -		 Mosaic Company 45.00 - 2025-01-17 Call
 

Master data

WKN: JS954P
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Mosaic Company
Type: Warrant
Option type: Call
Strike price: 45.00 -
Maturity: 2025-01-17
Issue date: 2023-03-17
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 41.75
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.29
Parity: -1.83
Time value: 0.06
Break-even: 45.64
Moneyness: 0.59
Premium: 0.71
Premium p.a.: 1.43
Spread abs.: 0.04
Spread %: 166.67%
Delta: 0.14
Theta: -0.01
Omega: 5.88
Rho: 0.02
 

Quote data

Open: 0.024
High: 0.024
Low: 0.024
Previous Close: 0.022
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.24%
1 Month
  -46.67%
3 Months
  -76.00%
YTD
  -92.73%
1 Year
  -95.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.033 0.022
1M High / 1M Low: 0.061 0.022
6M High / 6M Low: 0.410 0.022
High (YTD): 2024-01-03 0.370
Low (YTD): 2024-06-10 0.022
52W High: 2023-08-10 0.820
52W Low: 2024-06-10 0.022
Avg. price 1W:   0.027
Avg. volume 1W:   0.000
Avg. price 1M:   0.040
Avg. volume 1M:   0.000
Avg. price 6M:   0.132
Avg. volume 6M:   0.000
Avg. price 1Y:   0.309
Avg. volume 1Y:   0.000
Volatility 1M:   240.81%
Volatility 6M:   203.68%
Volatility 1Y:   169.61%
Volatility 3Y:   -