JP Morgan Call 540 UNH 21.06.2024/  DE000JS6K5V4  /

EUWAX
2024-05-15  8:36:49 AM Chg.+0.005 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.039EUR +14.71% -
Bid Size: -
-
Ask Size: -
UNITEDHEALTH GROUP D... 540.00 - 2024-06-21 Call
 

Master data

WKN: JS6K5V
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: UNITEDHEALTH GROUP DL-,01
Type: Warrant
Option type: Call
Strike price: 540.00 -
Maturity: 2024-06-21
Issue date: 2023-01-31
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 99.00
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.20
Parity: -0.65
Time value: 0.05
Break-even: 544.80
Moneyness: 0.88
Premium: 0.15
Premium p.a.: 2.85
Spread abs.: 0.01
Spread %: 26.32%
Delta: 0.17
Theta: -0.20
Omega: 16.48
Rho: 0.08
 

Quote data

Open: 0.039
High: 0.039
Low: 0.039
Previous Close: 0.034
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+62.50%
1 Month  
+225.00%
3 Months
  -78.33%
YTD
  -85.00%
1 Year
  -88.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.039 0.024
1M High / 1M Low: 0.052 0.012
6M High / 6M Low: 0.450 0.010
High (YTD): 2024-01-04 0.370
Low (YTD): 2024-04-12 0.010
52W High: 2023-10-16 0.530
52W Low: 2024-04-12 0.010
Avg. price 1W:   0.033
Avg. volume 1W:   0.000
Avg. price 1M:   0.025
Avg. volume 1M:   0.000
Avg. price 6M:   0.170
Avg. volume 6M:   0.000
Avg. price 1Y:   0.250
Avg. volume 1Y:   0.000
Volatility 1M:   514.65%
Volatility 6M:   320.57%
Volatility 1Y:   250.06%
Volatility 3Y:   -