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JP Morgan Call 470 ALGN 17.01.202.../  DE000JS66LF5  /

EUWAX
2024-05-08  11:30:38 AM Chg.-0.002 Bid4:59:18 PM Ask4:59:18 PM Underlying Strike price Expiration date Option type
0.040EUR -4.76% 0.025
Bid Size: 75,000		 0.040
Ask Size: 75,000		 Align Technology Inc 470.00 - 2025-01-17 Call
 

Master data

WKN: JS66LF
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Align Technology Inc
Type: Warrant
Option type: Call
Strike price: 470.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 33.32
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.42
Parity: -2.03
Time value: 0.08
Break-even: 478.00
Moneyness: 0.57
Premium: 0.79
Premium p.a.: 1.31
Spread abs.: 0.04
Spread %: 100.00%
Delta: 0.16
Theta: -0.06
Omega: 5.22
Rho: 0.23
 

Quote data

Open: 0.040
High: 0.040
Low: 0.040
Previous Close: 0.042
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -40.30%
1 Month
  -73.33%
3 Months
  -60.00%
YTD
  -69.23%
1 Year
  -87.88%
3 Years     -
5 Years     -
1W High / 1W Low: 0.046 0.042
1M High / 1M Low: 0.170 0.042
6M High / 6M Low: 0.170 0.015
High (YTD): 2024-04-11 0.170
Low (YTD): 2024-05-07 0.042
52W High: 2023-07-27 0.720
52W Low: 2023-11-09 0.015
Avg. price 1W:   0.045
Avg. volume 1W:   0.000
Avg. price 1M:   0.102
Avg. volume 1M:   0.000
Avg. price 6M:   0.102
Avg. volume 6M:   0.000
Avg. price 1Y:   0.215
Avg. volume 1Y:   0.000
Volatility 1M:   205.01%
Volatility 6M:   212.22%
Volatility 1Y:   210.45%
Volatility 3Y:   -