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JP Morgan Call 65 SCHW 21.06.2024/  DE000JS7YC90  /

EUWAX
2024-05-07  9:00:00 AM Chg.+0.06 Bid6:16:33 PM Ask6:16:33 PM Underlying Strike price Expiration date Option type
1.14EUR +5.56% 1.07
Bid Size: 75,000		 1.08
Ask Size: 75,000		 Charles Schwab Corpo... 65.00 - 2024-06-21 Call
 

Master data

WKN: JS7YC9
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Charles Schwab Corporation
Type: Warrant
Option type: Call
Strike price: 65.00 -
Maturity: 2024-06-21
Issue date: 2023-03-14
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.32
Leverage: Yes

Calculated values

Fair value: 0.71
Intrinsic value: 0.64
Implied volatility: 0.79
Historic volatility: 0.26
Parity: 0.64
Time value: 0.49
Break-even: 76.30
Moneyness: 1.10
Premium: 0.07
Premium p.a.: 0.72
Spread abs.: -0.01
Spread %: -0.88%
Delta: 0.69
Theta: -0.08
Omega: 4.35
Rho: 0.05
 

Quote data

Open: 1.14
High: 1.14
Low: 1.14
Previous Close: 1.08
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+20.00%
1 Month  
+46.15%
3 Months  
+256.25%
YTD  
+34.12%
1 Year  
+185.00%
3 Years     -
5 Years     -
1W High / 1W Low: 1.08 0.95
1M High / 1M Low: 1.08 0.69
6M High / 6M Low: 1.08 0.22
High (YTD): 2024-05-06 1.08
Low (YTD): 2024-02-07 0.32
52W High: 2024-05-06 1.08
52W Low: 2023-10-27 0.17
Avg. price 1W:   1.01
Avg. volume 1W:   0.00
Avg. price 1M:   0.89
Avg. volume 1M:   0.00
Avg. price 6M:   0.57
Avg. volume 6M:   0.00
Avg. price 1Y:   0.54
Avg. volume 1Y:   0.00
Volatility 1M:   104.49%
Volatility 6M:   197.52%
Volatility 1Y:   184.25%
Volatility 3Y:   -