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JP Morgan Call 460 4S0 21.06.2024/  DE000JS7P9G1  /

EUWAX
2024-06-04  11:51:02 AM Chg.-0.06 Bid10:00:46 PM Ask10:00:46 PM Underlying Strike price Expiration date Option type
1.82EUR -3.19% -
Bid Size: -		 -
Ask Size: -		 SERVICENOW INC. DL... 460.00 - 2024-06-21 Call
 

Master data

WKN: JS7P9G
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: SERVICENOW INC. DL-,001
Type: Warrant
Option type: Call
Strike price: 460.00 -
Maturity: 2024-06-21
Issue date: 2023-02-13
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 3.22
Leverage: Yes

Calculated values

Fair value: 1.46
Intrinsic value: 1.45
Implied volatility: 2.18
Historic volatility: 0.27
Parity: 1.45
Time value: 0.43
Break-even: 648.00
Moneyness: 1.32
Premium: 0.07
Premium p.a.: 3.34
Spread abs.: 0.03
Spread %: 1.62%
Delta: 0.79
Theta: -2.41
Omega: 2.56
Rho: 0.14
 

Quote data

Open: 1.82
High: 1.82
Low: 1.82
Previous Close: 1.88
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.27%
1 Month
  -19.82%
3 Months
  -38.51%
YTD
  -22.88%
1 Year  
+24.66%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.61 1.68
1M High / 1M Low: 2.96 1.68
6M High / 6M Low: 3.43 1.68
High (YTD): 2024-02-12 3.43
Low (YTD): 2024-05-31 1.68
52W High: 2024-02-12 3.43
52W Low: 2023-10-25 1.16
Avg. price 1W:   2.17
Avg. volume 1W:   0.00
Avg. price 1M:   2.54
Avg. volume 1M:   0.00
Avg. price 6M:   2.68
Avg. volume 6M:   0.00
Avg. price 1Y:   2.09
Avg. volume 1Y:   0.00
Volatility 1M:   124.45%
Volatility 6M:   83.11%
Volatility 1Y:   78.17%
Volatility 3Y:   -