OverviewChartNewsTraderScreen

JP Morgan Call 65 AINN 17.01.2025/  DE000JS627V6  /

EUWAX
04/06/2024  11:46:42 Chg.-0.05 Bid12:25:28 Ask12:25:28 Underlying Strike price Expiration date Option type
1.44EUR -3.36% 1.43
Bid Size: 5,000		 1.48
Ask Size: 5,000		 AMER.INTL GRP NEW DL... 65.00 - 17/01/2025 Call
 

Master data

WKN: JS627V
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AMER.INTL GRP NEW DL 2,50
Type: Warrant
Option type: Call
Strike price: 65.00 -
Maturity: 17/01/2025
Issue date: 10/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.79
Leverage: Yes

Calculated values

Fair value: 0.90
Intrinsic value: 0.68
Implied volatility: 0.49
Historic volatility: 0.16
Parity: 0.68
Time value: 0.82
Break-even: 80.00
Moneyness: 1.10
Premium: 0.11
Premium p.a.: 0.19
Spread abs.: 0.05
Spread %: 3.45%
Delta: 0.70
Theta: -0.02
Omega: 3.33
Rho: 0.22
 

Quote data

Open: 1.44
High: 1.44
Low: 1.44
Previous Close: 1.49
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -7.10%
3 Months  
+23.08%
YTD  
+50.00%
1 Year  
+161.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.49 1.36
1M High / 1M Low: 1.66 1.36
6M High / 6M Low: 1.66 0.85
High (YTD): 10/05/2024 1.66
Low (YTD): 17/01/2024 0.88
52W High: 10/05/2024 1.66
52W Low: 06/06/2023 0.47
Avg. price 1W:   1.42
Avg. volume 1W:   0.00
Avg. price 1M:   1.53
Avg. volume 1M:   0.00
Avg. price 6M:   1.20
Avg. volume 6M:   0.00
Avg. price 1Y:   0.94
Avg. volume 1Y:   0.00
Volatility 1M:   67.56%
Volatility 6M:   74.57%
Volatility 1Y:   80.24%
Volatility 3Y:   -