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JP Morgan Call 50 2OY 21.06.2024/  DE000JS95315  /

EUWAX
2024-05-17  11:12:01 AM Chg.+0.030 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.880EUR +3.53% -
Bid Size: -		 -
Ask Size: -		 DOW INC. D... 50.00 - 2024-06-21 Call
 

Master data

WKN: JS9531
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: DOW INC. DL-,01
Type: Warrant
Option type: Call
Strike price: 50.00 -
Maturity: 2024-06-21
Issue date: 2023-03-17
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.19
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.45
Implied volatility: 0.98
Historic volatility: 0.18
Parity: 0.45
Time value: 0.43
Break-even: 58.80
Moneyness: 1.09
Premium: 0.08
Premium p.a.: 1.28
Spread abs.: 0.03
Spread %: 3.53%
Delta: 0.67
Theta: -0.09
Omega: 4.16
Rho: 0.03
 

Quote data

Open: 0.880
High: 0.880
Low: 0.880
Previous Close: 0.850
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.35%
1 Month  
+31.34%
3 Months  
+33.33%
YTD  
+23.94%
1 Year  
+12.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.910 0.850
1M High / 1M Low: 0.920 0.660
6M High / 6M Low: 1.010 0.460
High (YTD): 2024-04-04 1.010
Low (YTD): 2024-02-05 0.510
52W High: 2024-04-04 1.010
52W Low: 2023-11-10 0.380
Avg. price 1W:   0.888
Avg. volume 1W:   0.000
Avg. price 1M:   0.776
Avg. volume 1M:   0.000
Avg. price 6M:   0.682
Avg. volume 6M:   0.000
Avg. price 1Y:   0.688
Avg. volume 1Y:   0.000
Volatility 1M:   92.62%
Volatility 6M:   97.34%
Volatility 1Y:   96.03%
Volatility 3Y:   -