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JP Morgan Call 70 2OY 21.06.2024/  DE000JS5Z7K7  /

EUWAX
2024-05-17  8:51:51 AM Chg.+0.001 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.006EUR +20.00% -
Bid Size: -		 -
Ask Size: -		 DOW INC. D... 70.00 - 2024-06-21 Call
 

Master data

WKN: JS5Z7K
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: DOW INC. DL-,01
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 2024-06-21
Issue date: 2023-01-24
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 80.09
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.67
Historic volatility: 0.18
Parity: -1.55
Time value: 0.07
Break-even: 70.68
Moneyness: 0.78
Premium: 0.30
Premium p.a.: 15.43
Spread abs.: 0.06
Spread %: 750.00%
Delta: 0.13
Theta: -0.04
Omega: 10.63
Rho: 0.01
 

Quote data

Open: 0.006
High: 0.006
Low: 0.006
Previous Close: 0.005
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -40.00%
1 Month
  -33.33%
3 Months
  -76.00%
YTD
  -87.50%
1 Year
  -96.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.009 0.005
1M High / 1M Low: 0.012 0.005
6M High / 6M Low: 0.060 0.005
High (YTD): 2024-01-02 0.048
Low (YTD): 2024-05-16 0.005
52W High: 2023-08-10 0.180
52W Low: 2024-05-16 0.005
Avg. price 1W:   0.006
Avg. volume 1W:   0.000
Avg. price 1M:   0.007
Avg. volume 1M:   0.000
Avg. price 6M:   0.024
Avg. volume 6M:   0.000
Avg. price 1Y:   0.065
Avg. volume 1Y:   0.000
Volatility 1M:   557.12%
Volatility 6M:   357.57%
Volatility 1Y:   286.62%
Volatility 3Y:   -