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JP Morgan Call 58 CCC3 21.06.2024/  DE000JS7H554  /

EUWAX
2024-05-24  8:34:29 AM Chg.-0.070 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.400EUR -14.89% -
Bid Size: -		 -
Ask Size: -		 COCA-COLA CO. D... 58.00 - 2024-06-21 Call
 

Master data

WKN: JS7H55
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: COCA-COLA CO. DL-,25
Type: Warrant
Option type: Call
Strike price: 58.00 -
Maturity: 2024-06-21
Issue date: 2023-01-31
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.29
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.70
Historic volatility: 0.12
Parity: -0.08
Time value: 0.40
Break-even: 62.00
Moneyness: 0.99
Premium: 0.08
Premium p.a.: 2.00
Spread abs.: 0.01
Spread %: 2.56%
Delta: 0.51
Theta: -0.08
Omega: 7.33
Rho: 0.02
 

Quote data

Open: 0.400
High: 0.400
Low: 0.400
Previous Close: 0.470
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.37%
1 Month
  -2.44%
3 Months  
+11.11%
YTD  
+25.00%
1 Year
  -37.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.490 0.400
1M High / 1M Low: 0.540 0.400
6M High / 6M Low: 0.540 0.160
High (YTD): 2024-05-14 0.540
Low (YTD): 2024-04-17 0.160
52W High: 2023-06-16 0.700
52W Low: 2023-10-09 0.140
Avg. price 1W:   0.456
Avg. volume 1W:   0.000
Avg. price 1M:   0.464
Avg. volume 1M:   0.000
Avg. price 6M:   0.345
Avg. volume 6M:   64.516
Avg. price 1Y:   0.400
Avg. volume 1Y:   31.496
Volatility 1M:   86.15%
Volatility 6M:   147.75%
Volatility 1Y:   132.95%
Volatility 3Y:   -