JP Morgan Call 480 DCO 21.06.2024/  DE000JS8VS37  /

EUWAX
2024-05-03  10:00:09 AM Chg.+0.002 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.008EUR +33.33% -
Bid Size: -
-
Ask Size: -
DEERE CO. ... 480.00 - 2024-06-21 Call
 

Master data

WKN: JS8VS3
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: DEERE CO. DL 1
Type: Warrant
Option type: Call
Strike price: 480.00 -
Maturity: 2024-06-21
Issue date: 2023-03-10
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 186.29
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.21
Parity: -1.07
Time value: 0.02
Break-even: 482.00
Moneyness: 0.78
Premium: 0.29
Premium p.a.: 6.08
Spread abs.: 0.01
Spread %: 100.00%
Delta: 0.08
Theta: -0.10
Omega: 14.37
Rho: 0.04
 

Quote data

Open: 0.008
High: 0.008
Low: 0.008
Previous Close: 0.006
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+33.33%
1 Month
  -57.89%
3 Months
  -80.95%
YTD
  -88.41%
1 Year
  -96.36%
3 Years     -
5 Years     -
1W High / 1W Low: 0.008 0.005
1M High / 1M Low: 0.025 0.005
6M High / 6M Low: 0.076 0.005
High (YTD): 2024-01-02 0.073
Low (YTD): 2024-04-29 0.005
52W High: 2023-07-25 0.400
52W Low: 2024-04-29 0.005
Avg. price 1W:   0.007
Avg. volume 1W:   0.000
Avg. price 1M:   0.013
Avg. volume 1M:   0.000
Avg. price 6M:   0.031
Avg. volume 6M:   0.000
Avg. price 1Y:   0.121
Avg. volume 1Y:   0.000
Volatility 1M:   342.17%
Volatility 6M:   293.70%
Volatility 1Y:   238.48%
Volatility 3Y:   -