OverviewChartNewsTraderScreen

JP Morgan Call 490 ALGN 17.01.202.../  DE000JS66LH1  /

EUWAX
2024-05-08  11:30:38 AM Chg.-0.003 Bid5:02:54 PM Ask5:02:54 PM Underlying Strike price Expiration date Option type
0.030EUR -9.09% 0.018
Bid Size: 75,000		 0.033
Ask Size: 75,000		 Align Technology Inc 490.00 - 2025-01-17 Call
 

Master data

WKN: JS66LH
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Align Technology Inc
Type: Warrant
Option type: Call
Strike price: 490.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 37.54
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.42
Parity: -2.23
Time value: 0.07
Break-even: 497.10
Moneyness: 0.54
Premium: 0.87
Premium p.a.: 1.45
Spread abs.: 0.04
Spread %: 129.03%
Delta: 0.14
Theta: -0.06
Omega: 5.27
Rho: 0.21
 

Quote data

Open: 0.030
High: 0.030
Low: 0.030
Previous Close: 0.033
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -42.31%
1 Month
  -75.00%
3 Months
  -65.12%
YTD
  -72.73%
1 Year
  -89.66%
3 Years     -
5 Years     -
1W High / 1W Low: 0.035 0.033
1M High / 1M Low: 0.140 0.033
6M High / 6M Low: 0.140 0.012
High (YTD): 2024-04-11 0.140
Low (YTD): 2024-05-07 0.033
52W High: 2023-07-27 0.650
52W Low: 2023-11-10 0.012
Avg. price 1W:   0.035
Avg. volume 1W:   0.000
Avg. price 1M:   0.082
Avg. volume 1M:   0.000
Avg. price 6M:   0.085
Avg. volume 6M:   0.000
Avg. price 1Y:   0.188
Avg. volume 1Y:   0.000
Volatility 1M:   220.38%
Volatility 6M:   227.55%
Volatility 1Y:   224.38%
Volatility 3Y:   -