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JP Morgan Call 75 AINN 17.01.2025/  DE000JS627W4  /

EUWAX
2024-05-28  10:19:23 AM Chg.- Bid10:26:35 AM Ask10:26:35 AM Underlying Strike price Expiration date Option type
0.780EUR - 0.720
Bid Size: 5,000		 0.760
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: 9.26
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.16
Parity: -0.37
Time value: 0.77
Break-even: 82.70
Moneyness: 0.95
Premium: 0.16
Premium p.a.: 0.26
Spread abs.: 0.04
Spread %: 5.48%
Delta: 0.52
Theta: -0.02
Omega: 4.86
Rho: 0.19
 

Quote data

Open: 0.780
High: 0.780
Low: 0.780
Previous Close: 0.770
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.88%
1 Month  
+13.04%
3 Months  
+25.81%
YTD  
+52.94%
1 Year  
+160.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.850 0.770
1M High / 1M Low: 0.970 0.690
6M High / 6M Low: 0.970 0.400
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:   0.798
Avg. volume 1W:   0.000
Avg. price 1M:   0.865
Avg. volume 1M:   0.000
Avg. price 6M:   0.648
Avg. volume 6M:   0.000
Avg. price 1Y:   0.498
Avg. volume 1Y:   0.000
Volatility 1M:   107.19%
Volatility 6M:   102.86%
Volatility 1Y:   107.81%
Volatility 3Y:   -