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JP Morgan Call 480 ALGN 17.01.202.../  DE000JS66LG3  /

EUWAX
2024-05-07  11:47:37 AM Chg.- Bid10:54:12 AM Ask10:54:12 AM Underlying Strike price Expiration date Option type
0.037EUR - 0.035
Bid Size: 5,000		 0.075
Ask Size: 5,000		 Align Technology Inc 480.00 - 2025-01-17 Call
 

Master data

WKN: JS66LG
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Align Technology Inc
Type: Warrant
Option type: Call
Strike price: 480.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 35.54
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.42
Parity: -2.13
Time value: 0.08
Break-even: 487.50
Moneyness: 0.56
Premium: 0.83
Premium p.a.: 1.38
Spread abs.: 0.04
Spread %: 114.29%
Delta: 0.15
Theta: -0.06
Omega: 5.25
Rho: 0.22
 

Quote data

Open: 0.037
High: 0.037
Low: 0.037
Previous Close: 0.040
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -37.29%
1 Month
  -71.54%
3 Months
  -60.64%
YTD
  -69.17%
1 Year
  -88.06%
3 Years     -
5 Years     -
1W High / 1W Low: 0.040 0.037
1M High / 1M Low: 0.150 0.037
6M High / 6M Low: 0.160 0.014
High (YTD): 2024-03-21 0.160
Low (YTD): 2024-05-07 0.037
52W High: 2023-07-27 0.690
52W Low: 2023-11-10 0.014
Avg. price 1W:   0.039
Avg. volume 1W:   0.000
Avg. price 1M:   0.091
Avg. volume 1M:   0.000
Avg. price 6M:   0.093
Avg. volume 6M:   0.000
Avg. price 1Y:   0.201
Avg. volume 1Y:   0.000
Volatility 1M:   220.51%
Volatility 6M:   218.47%
Volatility 1Y:   217.61%
Volatility 3Y:   -