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JP Morgan Call 75 AINN 17.01.2025/  DE000JS627W4  /

EUWAX
2024-06-04  11:46:42 AM Chg.-0.040 Bid2:09:56 PM Ask2:09:56 PM Underlying Strike price Expiration date Option type
0.770EUR -4.94% 0.770
Bid Size: 5,000		 0.800
Ask Size: 5,000		 AMER.INTL GRP NEW DL... 75.00 - 2025-01-17 Call
 

Master data

WKN: JS627W
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: AMER.INTL GRP NEW DL 2,50
Type: Warrant
Option type: Call
Strike price: 75.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.76
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.16
Parity: -0.32
Time value: 0.82
Break-even: 83.20
Moneyness: 0.96
Premium: 0.16
Premium p.a.: 0.27
Spread abs.: 0.04
Spread %: 5.13%
Delta: 0.54
Theta: -0.02
Omega: 4.69
Rho: 0.19
 

Quote data

Open: 0.770
High: 0.770
Low: 0.770
Previous Close: 0.810
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.28%
1 Month
  -14.44%
3 Months  
+24.19%
YTD  
+50.98%
1 Year  
+156.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.810 0.710
1M High / 1M Low: 0.970 0.710
6M High / 6M Low: 0.970 0.430
High (YTD): 2024-05-08 0.970
Low (YTD): 2024-02-21 0.430
52W High: 2024-05-08 0.970
52W Low: 2023-06-06 0.240
Avg. price 1W:   0.760
Avg. volume 1W:   0.000
Avg. price 1M:   0.855
Avg. volume 1M:   0.000
Avg. price 6M:   0.657
Avg. volume 6M:   0.000
Avg. price 1Y:   0.506
Avg. volume 1Y:   0.000
Volatility 1M:   97.13%
Volatility 6M:   103.08%
Volatility 1Y:   106.66%
Volatility 3Y:   -