JP Morgan Call 50 BAC 21.06.2024/  DE000JS6UAA3  /

EUWAX
2024-05-03  8:39:22 AM Chg.+0.001 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.003EUR +50.00% -
Bid Size: -
-
Ask Size: -
VERIZON COMM. INC. D... 50.00 - 2024-06-21 Call
 

Master data

WKN: JS6UAA
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: VERIZON COMM. INC. DL-,10
Type: Warrant
Option type: Call
Strike price: 50.00 -
Maturity: 2024-06-21
Issue date: 2023-01-31
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 301.15
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.22
Parity: -1.39
Time value: 0.01
Break-even: 50.12
Moneyness: 0.72
Premium: 0.39
Premium p.a.: 11.03
Spread abs.: 0.01
Spread %: 500.00%
Delta: 0.05
Theta: -0.01
Omega: 14.22
Rho: 0.00
 

Quote data

Open: 0.003
High: 0.003
Low: 0.003
Previous Close: 0.002
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+50.00%
1 Month
  -70.00%
3 Months
  -85.71%
YTD
  -62.50%
1 Year
  -93.75%
3 Years     -
5 Years     -
1W High / 1W Low: 0.003 0.001
1M High / 1M Low: 0.010 0.001
6M High / 6M Low: 0.025 0.001
High (YTD): 2024-01-31 0.025
Low (YTD): 2024-04-30 0.001
52W High: 2023-05-05 0.048
52W Low: 2024-04-30 0.001
Avg. price 1W:   0.002
Avg. volume 1W:   0.000
Avg. price 1M:   0.004
Avg. volume 1M:   0.000
Avg. price 6M:   0.009
Avg. volume 6M:   0.000
Avg. price 1Y:   0.015
Avg. volume 1Y:   0.000
Volatility 1M:   771.71%
Volatility 6M:   392.03%
Volatility 1Y:   302.96%
Volatility 3Y:   -