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JP Morgan Call 70 AINN 17.01.2025/  DE000JS627X2  /

EUWAX
2024-06-04  11:46:42 AM Chg.-0.05 Bid10:00:46 PM Ask10:00:46 PM Underlying Strike price Expiration date Option type
1.08EUR -4.42% -
Bid Size: -		 -
Ask Size: -		 AMER.INTL GRP NEW DL... 70.00 - 2025-01-17 Call
 

Master data

WKN: JS627X
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AMER.INTL GRP NEW DL 2,50
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.30
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.18
Implied volatility: 0.44
Historic volatility: 0.16
Parity: 0.18
Time value: 0.96
Break-even: 81.40
Moneyness: 1.03
Premium: 0.13
Premium p.a.: 0.22
Spread abs.: 0.05
Spread %: 4.59%
Delta: 0.62
Theta: -0.02
Omega: 3.92
Rho: 0.21
 

Quote data

Open: 1.08
High: 1.08
Low: 1.08
Previous Close: 1.13
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.92%
1 Month
  -10.00%
3 Months  
+24.14%
YTD  
+50.00%
1 Year  
+163.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.13 1.01
1M High / 1M Low: 1.30 1.01
6M High / 6M Low: 1.30 0.62
High (YTD): 2024-05-08 1.30
Low (YTD): 2024-02-21 0.64
52W High: 2024-05-08 1.30
52W Low: 2023-06-06 0.34
Avg. price 1W:   1.07
Avg. volume 1W:   0.00
Avg. price 1M:   1.17
Avg. volume 1M:   0.00
Avg. price 6M:   0.91
Avg. volume 6M:   0.00
Avg. price 1Y:   0.70
Avg. volume 1Y:   0.00
Volatility 1M:   78.85%
Volatility 6M:   87.13%
Volatility 1Y:   93.18%
Volatility 3Y:   -